+124.3%
COF vs USFD
+162.9%
-38.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | +1.2% | -3.3% | +4.6% | +2.6% |
| 30D | -1.4% | -5.3% | +3.9% | +0.7% |
| 3M | +19.0% | +18.8% | +0.2% | +9.8% |
| 6M | +14.9% | +14.3% | +0.6% | +7.4% |
| YTD | -10.7% | +36.9% | -47.6% | -25.9% |
| 1Y | -1.3% | +31.7% | -33.0% | -16.3% |
| 3Y | +124.3% | +164.5% | -40.2% | +37.5% |
| All | +124.3% | +162.9% | -38.6% | +37.5% |
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