-29.9%
COMP vs USFD
+215.8%
-245.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.4% | -3.0% | +4.4% | +3.7% |
| 30D | -13.3% | +3.5% | -16.9% | -16.1% |
| 3M | +41.1% | +26.6% | +14.5% | +15.2% |
| 6M | +17.2% | +11.7% | +5.5% | +5.6% |
| YTD | +5.2% | +38.1% | -32.9% | -24.1% |
| 1Y | +18.9% | +33.4% | -14.5% | -11.6% |
| 3Y | +215.9% | +155.8% | +60.1% | +21.0% |
| All | -29.9% | +215.8% | -245.7% | -78.5% |
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 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