+25.7%
COP vs USFD
+159.2%
-133.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -11.5% | +3.0% | -14.5% | -12.0% |
| 30D | +5.0% | +11.1% | -6.1% | +3.0% |
| 3M | +17.5% | -0.3% | +17.8% | +17.5% |
| 6M | +16.2% | +15.9% | +0.3% | +12.6% |
| YTD | +48.8% | +41.6% | +7.2% | +34.5% |
| 1Y | +64.1% | +49.4% | +14.7% | +45.4% |
| 3Y | +25.7% | +157.8% | -132.2% | -8.7% |
| All | +25.7% | +159.2% | -133.6% | -8.7% |
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 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