+310.1%
COP vs USFD
+369.2%
-59.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | +8.4% | -14.5% | -9.3% |
| 30D | +1.1% | +12.7% | -11.6% | -4.0% |
| 3M | +10.9% | +1.1% | +9.8% | +9.6% |
| 6M | +20.8% | +30.2% | -9.4% | +7.4% |
| YTD | +48.0% | +45.8% | +2.2% | +24.1% |
| 1Y | +58.5% | +51.9% | +6.6% | +30.3% |
| 3Y | +28.1% | +158.5% | -130.3% | -16.7% |
| 5Y | +120.5% | +208.0% | -87.6% | +27.1% |
| 10Y | +310.1% | +376.6% | -66.4% | +103.2% |
| All | +310.1% | +369.2% | -59.1% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling