+158.3%
USFD vs COO
-24.0%
+182.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +3.9% | +5.3% | -1.3% | +2.8% |
| 30D | +10.7% | +12.5% | -1.9% | +8.0% |
| 3M | +6.3% | -15.1% | +21.5% | +9.5% |
| 6M | +16.2% | +3.7% | +12.5% | +14.8% |
| YTD | +41.9% | -22.5% | +64.4% | +48.0% |
| 1Y | +44.2% | -7.8% | +52.0% | +45.2% |
| All | +158.3% | -24.0% | +182.2% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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