-25.6%
COMP vs USFD
+184.3%
-209.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -5.9% |
| 7D | -1.8% | +3.9% | -5.7% | -4.7% |
| 30D | -0.8% | +10.7% | -11.4% | -8.3% |
| 3M | -28.1% | +6.3% | -34.5% | -32.1% |
| 6M | +27.0% | +16.2% | +10.8% | +10.1% |
| YTD | -12.8% | +41.9% | -54.6% | -39.2% |
| 1Y | +4.9% | +44.2% | -39.3% | -28.4% |
| 3Y | +321.0% | +159.8% | +161.2% | +52.1% |
| 5Y | -25.6% | +177.1% | -202.7% | -77.2% |
| All | -25.6% | +184.3% | -209.8% | -77.2% |
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