+175.7%
COF vs USFD
+359.9%
-184.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.4% | +1.7% | -5.0% | -4.3% |
| 30D | +0.4% | +10.2% | -9.8% | -5.2% |
| 3M | -12.5% | -1.5% | -11.0% | -12.6% |
| 6M | +8.3% | +27.3% | -19.0% | -6.6% |
| YTD | -18.6% | +44.0% | -62.6% | -35.7% |
| 1Y | -8.6% | +50.4% | -59.0% | -29.8% |
| 3Y | +94.7% | +153.6% | -58.9% | +11.2% |
| 5Y | +35.3% | +219.0% | -183.6% | -33.0% |
| All | +175.7% | +359.9% | -184.2% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling