+106.2%
COST vs USFD
+214.9%
-108.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.2% | -3.3% | +0.2% | -2.2% |
| 30D | -4.0% | -5.3% | +1.3% | -2.4% |
| 3M | -6.5% | +18.8% | -25.3% | -11.4% |
| 6M | -8.5% | +14.3% | -22.8% | -12.6% |
| YTD | +6.0% | +36.9% | -30.9% | -4.9% |
| 1Y | -5.8% | +31.7% | -37.5% | -14.6% |
| 3Y | +71.8% | +164.5% | -92.6% | +23.4% |
| 5Y | +106.2% | +212.6% | -106.3% | +40.3% |
| All | +106.2% | +214.9% | -108.6% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling