+340.6%
USFD vs CHD
+162.8%
+177.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +12.3% | +12.2% | +0.2% | +9.7% |
| 3M | -0.7% | +9.3% | -10.0% | -2.5% |
| 6M | +31.3% | +24.3% | +7.0% | +25.4% |
| YTD | +45.7% | +34.9% | +10.9% | +36.9% |
| 1Y | +52.1% | +32.7% | +19.4% | +43.3% |
| 3Y | +158.2% | +29.4% | +128.8% | +142.5% |
| 5Y | +213.8% | +31.7% | +182.0% | +191.3% |
| 10Y | +367.0% | +191.7% | +175.3% | +256.4% |
| All | +340.6% | +162.8% | +177.8% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling