-44.8%
COMP vs USFD
+173.5%
-218.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.4% | -3.0% | +4.4% | +3.6% |
| 30D | -13.3% | +3.5% | -16.9% | -16.0% |
| 3M | +41.1% | +26.6% | +14.5% | +16.5% |
| 6M | +17.2% | +11.7% | +5.5% | +6.3% |
| YTD | +5.2% | +38.1% | -32.9% | -22.5% |
| 1Y | +18.9% | +33.4% | -14.5% | -9.9% |
| 3Y | +215.9% | +155.8% | +60.1% | +30.8% |
| 5Y | -31.2% | +214.0% | -245.2% | -76.2% |
| All | -44.8% | +173.5% | -218.3% | -79.9% |
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