-17.9%
COMP vs USFD
+188.3%
-206.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.9% |
| 7D | +13.4% | +3.0% | +10.5% | +10.9% |
| 30D | +11.1% | +11.1% | 0.0% | +2.3% |
| 3M | -18.8% | -0.3% | -18.6% | -18.9% |
| 6M | +10.5% | +15.9% | -5.4% | -4.1% |
| YTD | -3.4% | +41.6% | -45.0% | -32.9% |
| 1Y | +19.7% | +49.4% | -29.7% | -21.3% |
| 3Y | +381.6% | +157.8% | +223.8% | +73.3% |
| All | -17.9% | +188.3% | -206.2% | -75.4% |
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 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