+763.6%
COST vs USFD
+352.6%
+411.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +13.5% | +12.3% | +1.2% | +11.5% |
| 3M | +15.3% | -0.7% | +16.0% | +15.3% |
| 6M | +9.2% | +31.3% | -22.1% | +4.6% |
| YTD | +26.9% | +45.7% | -18.8% | +19.4% |
| 1Y | +19.7% | +52.1% | -32.4% | +11.8% |
| 3Y | +96.0% | +158.2% | -62.2% | +69.9% |
| 5Y | +124.0% | +213.8% | -89.7% | +87.9% |
| 10Y | +760.6% | +367.0% | +393.6% | +578.7% |
| All | +763.6% | +352.6% | +411.0% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling