+223.2%
COF vs USFD
+353.0%
-129.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -6.2% | +8.4% | -14.5% | -10.5% |
| 30D | -1.7% | +12.7% | -14.5% | -8.3% |
| 3M | -10.2% | +1.1% | -11.4% | -11.5% |
| 6M | +4.2% | +30.2% | -26.0% | -11.2% |
| YTD | -18.2% | +45.8% | -64.1% | -35.8% |
| 1Y | -9.7% | +51.9% | -61.7% | -30.9% |
| 3Y | +95.0% | +158.5% | -63.4% | +10.7% |
| 5Y | +36.8% | +208.0% | -171.2% | -30.7% |
| 10Y | +192.6% | +376.6% | -184.0% | +8.0% |
| All | +223.2% | +353.0% | -129.8% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling