+250.3%
COF vs USFD
+306.5%
-56.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | +1.5% |
| 7D | -2.7% | -7.0% | +4.4% | +1.1% |
| 30D | -3.4% | -10.3% | +6.9% | +2.2% |
| 3M | +15.4% | +9.2% | +6.2% | +9.1% |
| 6M | +14.4% | +7.4% | +7.0% | +8.5% |
| YTD | -12.0% | +29.4% | -41.4% | -25.9% |
| 1Y | -3.7% | +24.8% | -28.6% | -17.7% |
| 3Y | +121.1% | +150.0% | -28.9% | +27.6% |
| 5Y | +47.8% | +195.5% | -147.7% | -23.5% |
| 10Y | +250.3% | +315.7% | -65.4% | +39.7% |
| All | +250.3% | +306.5% | -56.2% | +39.7% |
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