+51.1%
COF vs USFD
+214.9%
-163.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | +1.2% | -3.3% | +4.6% | +3.1% |
| 30D | -1.4% | -5.3% | +3.9% | +1.5% |
| 3M | +19.0% | +18.8% | +0.2% | +7.1% |
| 6M | +14.9% | +14.3% | +0.6% | +5.0% |
| YTD | -10.7% | +36.9% | -47.6% | -28.4% |
| 1Y | -1.3% | +31.7% | -33.0% | -19.2% |
| 3Y | +124.3% | +164.5% | -40.2% | +16.2% |
| 5Y | +51.1% | +212.6% | -161.5% | -33.9% |
| All | +51.1% | +214.9% | -163.7% | -33.9% |
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