+609.0%
COST vs USFD
+306.5%
+302.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | 0.0% |
| 7D | -2.8% | -7.0% | +4.2% | -1.8% |
| 30D | -5.3% | -10.3% | +5.0% | -3.8% |
| 3M | -6.7% | +9.2% | -15.9% | -8.0% |
| 6M | -9.9% | +7.4% | -17.3% | -11.1% |
| YTD | +5.1% | +29.4% | -24.3% | +0.8% |
| 1Y | -7.3% | +24.8% | -32.1% | -10.8% |
| 3Y | +70.4% | +150.0% | -79.6% | +48.7% |
| 5Y | +104.4% | +195.5% | -91.1% | +73.6% |
| 10Y | +609.0% | +315.7% | +293.3% | +455.5% |
| All | +609.0% | +306.5% | +302.4% | +455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling