+512.3%
COR vs USFD
+368.6%
+143.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.1% |
| 7D | +2.3% | +3.9% | -1.6% | +1.7% |
| 30D | +6.8% | +12.8% | -6.1% | +4.6% |
| 3M | +8.1% | +1.0% | +7.1% | +7.8% |
| 6M | +33.0% | +30.3% | +2.7% | +26.9% |
| YTD | +3.0% | +46.0% | -43.0% | -4.1% |
| 1Y | -3.4% | +49.6% | -53.0% | -10.5% |
| 3Y | +80.1% | +166.3% | -86.1% | +49.5% |
| 5Y | +194.7% | +208.4% | -13.7% | +134.1% |
| 10Y | +512.3% | +371.2% | +141.0% | +357.9% |
| All | +512.3% | +368.6% | +143.6% | +357.9% |
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 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