+420.1%
CORZ vs USFD
+126.6%
+293.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +8.4% | -3.0% | +11.4% | +9.6% |
| 30D | -17.8% | +3.5% | -21.4% | -19.1% |
| 3M | -35.9% | +26.6% | -62.5% | -44.9% |
| 6M | +12.9% | +11.7% | +1.2% | +4.5% |
| YTD | +22.9% | +38.1% | -15.3% | -3.8% |
| 1Y | +31.4% | +33.4% | -2.0% | +4.9% |
| All | +420.1% | +126.6% | +293.5% | +263.1% |
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 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