+20.0%
COP vs USFD
+156.9%
-136.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | -3.0% | +6.0% | +3.6% |
| 30D | +17.5% | +3.5% | +14.0% | +16.6% |
| 3M | +13.4% | +26.6% | -13.2% | +7.7% |
| 6M | +17.7% | +11.7% | +6.0% | +14.8% |
| YTD | +46.6% | +38.1% | +8.5% | +33.8% |
| 1Y | +44.6% | +33.4% | +11.2% | +33.1% |
| All | +20.0% | +156.9% | -136.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling