-3.7%
COF vs USFD
+24.9%
-28.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -0.9% |
| 7D | -2.7% | -7.0% | +4.4% | -2.0% |
| 30D | -3.4% | -10.3% | +6.9% | -2.4% |
| 3M | +15.4% | +9.2% | +6.2% | +14.2% |
| 6M | +14.4% | +7.4% | +7.0% | +13.5% |
| YTD | -12.0% | +29.4% | -41.4% | -16.5% |
| 1Y | -3.7% | +24.8% | -28.6% | -6.4% |
| All | -3.7% | +24.9% | -28.6% | -6.4% |
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