-54.2%
COMP vs USFD
+180.9%
-235.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -6.1% |
| 7D | -1.8% | +3.9% | -5.7% | -4.5% |
| 30D | -0.8% | +10.7% | -11.4% | -7.7% |
| 3M | -28.1% | +6.3% | -34.5% | -31.7% |
| 6M | +27.0% | +16.2% | +10.8% | +11.6% |
| YTD | -12.8% | +41.9% | -54.6% | -37.0% |
| 1Y | +4.9% | +44.2% | -39.3% | -25.6% |
| 3Y | +321.0% | +159.8% | +161.2% | +72.6% |
| 5Y | -25.6% | +177.1% | -202.7% | -73.5% |
| All | -54.2% | +180.9% | -235.1% | -83.7% |
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