-0.8%
COR vs USFD
+49.2%
-50.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +7.8% | +1.7% | +6.2% | +7.6% |
| 30D | +7.0% | +10.2% | -3.2% | +5.6% |
| 3M | +16.3% | -1.5% | +17.7% | +15.9% |
| 6M | +41.3% | +27.3% | +13.9% | +38.6% |
| YTD | +7.1% | +44.0% | -36.8% | -1.6% |
| 1Y | -0.8% | +50.4% | -51.2% | -10.6% |
| All | -0.8% | +49.2% | -50.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling