-50.2%
COMP vs USFD
+189.0%
-239.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.5% | -0.7% | +1.4% |
| 7D | +9.5% | +7.8% | +1.6% | +3.4% |
| 30D | +8.1% | +16.2% | -8.1% | -3.2% |
| 3M | -16.3% | +11.0% | -27.3% | -23.1% |
| 6M | +42.2% | +20.7% | +21.5% | +21.2% |
| YTD | -5.0% | +46.0% | -51.0% | -33.0% |
| 1Y | +20.1% | +49.8% | -29.7% | -17.4% |
| 3Y | +358.4% | +167.3% | +191.2% | +83.8% |
| 5Y | -21.9% | +197.2% | -219.1% | -73.2% |
| All | -50.2% | +189.0% | -239.2% | -82.6% |
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