+503.6%
COR vs USFD
+329.0%
+174.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 6M | -9.7% | +11.7% | -21.4% | -11.6% |
| YTD | -1.4% | +38.1% | -39.6% | -7.3% |
| 1Y | +13.9% | +33.4% | -19.5% | +7.7% |
| 3Y | +94.0% | +155.8% | -61.9% | +62.2% |
| 5Y | +184.0% | +214.0% | -30.0% | +125.2% |
| 10Y | +406.8% | +320.4% | +86.4% | +279.7% |
| All | +503.6% | +329.0% | +174.6% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling