+73.7%
COR vs USFD
+159.2%
-85.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | +3.0% | -2.1% | +0.4% |
| 30D | +5.1% | +11.1% | -5.9% | +3.9% |
| 3M | +2.8% | -0.3% | +3.1% | +2.6% |
| 6M | +32.5% | +15.9% | +16.7% | +30.5% |
| YTD | -0.7% | +41.6% | -42.3% | -4.8% |
| 1Y | -6.7% | +49.4% | -56.1% | -11.2% |
| 3Y | +73.7% | +157.8% | -84.1% | +60.7% |
| All | +73.7% | +159.2% | -85.5% | +60.7% |
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