+39.5%
COF vs USFD
+204.0%
-164.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -3.3% |
| 7D | -5.8% | +3.9% | -9.7% | -8.1% |
| 30D | -0.3% | +12.8% | -13.2% | -7.2% |
| 3M | -8.5% | +1.0% | -9.5% | -9.6% |
| 6M | +5.6% | +30.3% | -24.6% | -10.7% |
| YTD | -17.1% | +46.0% | -63.1% | -36.5% |
| 1Y | -7.4% | +49.6% | -57.0% | -30.5% |
| 3Y | +99.1% | +166.3% | -67.2% | +1.6% |
| 5Y | +39.5% | +208.4% | -168.9% | -37.8% |
| All | +39.5% | +204.0% | -164.4% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling