+269.8%
CORZ vs USFD
+139.4%
+130.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +7.2% |
| 7D | +1.7% | +3.9% | -2.2% | +0.3% |
| 30D | -17.5% | +12.8% | -30.3% | -21.4% |
| 3M | -39.5% | +1.0% | -40.4% | -39.9% |
| 6M | -44.5% | +30.3% | -74.8% | -52.7% |
| YTD | -12.6% | +46.0% | -58.6% | -33.2% |
| 1Y | -37.0% | +49.6% | -86.6% | -52.8% |
| All | +269.8% | +139.4% | +130.4% | +152.0% |
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