-7.3%
COST vs USFD
+24.9%
-32.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | 0.0% |
| 7D | -2.8% | -7.0% | +4.2% | -1.7% |
| 30D | -5.3% | -10.3% | +5.0% | -3.7% |
| 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% | 0.0% |
| 1Y | -7.3% | +24.8% | -32.1% | -8.9% |
| All | -7.3% | +24.9% | -32.2% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling