+186.1%
COR vs USFD
+215.8%
-29.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -3.0% | +5.8% | +3.3% |
| 30D | +4.5% | +3.5% | +1.0% | +3.9% |
| 3M | +22.7% | +26.6% | -3.9% | +18.2% |
| 6M | -9.7% | +11.7% | -21.4% | -11.4% |
| YTD | -1.4% | +38.1% | -39.6% | -7.2% |
| 1Y | +13.9% | +33.4% | -19.5% | +7.9% |
| 3Y | +94.0% | +155.8% | -61.9% | +60.9% |
| All | +186.1% | +215.8% | -29.7% | +117.7% |
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 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