+493.6%
COR vs USFD
+375.5%
+118.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +7.6% | +12.3% | -4.7% | +5.5% |
| 3M | +5.0% | -0.7% | +5.7% | +5.0% |
| 6M | +35.3% | +31.3% | +4.0% | +28.9% |
| YTD | +4.2% | +45.7% | -41.5% | -3.0% |
| 1Y | -3.4% | +52.1% | -55.6% | -10.8% |
| 3Y | +81.1% | +158.2% | -77.1% | +51.0% |
| 5Y | +195.8% | +213.8% | -17.9% | +134.1% |
| 10Y | +493.6% | +367.0% | +126.6% | +323.9% |
| All | +493.6% | +375.5% | +118.1% | +323.9% |
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