+334.6%
USFD vs CHD
+162.1%
+172.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | +0.4% | +1.0% | +1.2% |
| 30D | +10.6% | +11.6% | -1.0% | +8.1% |
| 3M | -2.4% | +10.7% | -13.1% | -4.5% |
| 6M | +28.9% | +20.2% | +8.7% | +24.0% |
| YTD | +43.7% | +34.5% | +9.2% | +35.1% |
| 1Y | +48.5% | +32.6% | +15.9% | +39.9% |
| 3Y | +154.7% | +29.1% | +125.6% | +139.4% |
| 5Y | +218.4% | +31.5% | +186.9% | +195.8% |
| 10Y | +360.6% | +190.9% | +169.7% | +251.7% |
| All | +334.6% | +162.1% | +172.5% | +232.4% |
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