+519.5%
COR vs USFD
+340.6%
+178.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.6% |
| 7D | +2.8% | +3.9% | -1.2% | +2.1% |
| 30D | +7.4% | +10.7% | -3.3% | +5.5% |
| 3M | +7.3% | +6.3% | +1.0% | +6.1% |
| 6M | +11.5% | +16.2% | -4.7% | +8.4% |
| YTD | +1.2% | +41.9% | -40.7% | -5.3% |
| 1Y | -3.3% | +44.2% | -47.5% | -9.8% |
| 3Y | +78.5% | +159.8% | -81.3% | +48.9% |
| 5Y | +183.0% | +177.1% | +5.9% | +129.3% |
| 10Y | +545.4% | +376.2% | +169.2% | +375.1% |
| All | +519.5% | +340.6% | +178.9% | +363.6% |
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 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