-1.5%
COF vs USFD
+34.2%
-35.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.8% | -3.0% | +4.8% | +2.1% |
| 30D | -0.6% | +3.5% | -4.1% | -1.0% |
| 3M | +20.3% | +26.6% | -6.3% | +17.3% |
| 6M | +13.0% | +11.7% | +1.3% | +11.6% |
| YTD | -8.3% | +38.1% | -46.5% | -13.6% |
| 1Y | -1.5% | +33.4% | -34.8% | -5.0% |
| All | -1.5% | +34.2% | -35.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling