+120.5%
COP vs USFD
+208.7%
-88.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -6.1% | +8.4% | -14.5% | -7.8% |
| 30D | +1.1% | +12.7% | -11.6% | -1.7% |
| 3M | +10.9% | +1.1% | +9.8% | +10.4% |
| 6M | +20.8% | +30.2% | -9.4% | +12.9% |
| YTD | +48.0% | +45.8% | +2.2% | +32.9% |
| 1Y | +58.5% | +51.9% | +6.6% | +40.5% |
| 3Y | +28.1% | +158.5% | -130.3% | -2.1% |
| 5Y | +120.5% | +208.0% | -87.6% | +55.4% |
| All | +120.5% | +208.7% | -88.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling