+99.1%
COF vs USFD
+167.5%
-68.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.8% |
| 7D | -5.8% | +3.9% | -9.7% | -7.3% |
| 30D | -0.3% | +12.8% | -13.2% | -5.2% |
| 3M | -8.5% | +1.0% | -9.5% | -9.1% |
| 6M | +5.6% | +30.3% | -24.6% | -6.6% |
| YTD | -17.1% | +46.0% | -63.1% | -33.3% |
| 1Y | -7.4% | +49.6% | -57.0% | -26.9% |
| 3Y | +99.1% | +166.3% | -67.2% | +24.4% |
| All | +99.1% | +167.5% | -68.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling