+157.8%
USFD vs COO
-25.3%
+183.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +3.0% | +4.7% | -1.8% | +2.0% |
| 30D | +11.1% | +13.9% | -2.8% | +8.1% |
| 3M | -0.3% | -14.9% | +14.7% | +2.7% |
| 6M | +15.9% | +2.0% | +13.9% | +14.9% |
| YTD | +41.6% | -23.9% | +65.5% | +48.3% |
| 1Y | +49.4% | -9.6% | +59.0% | +51.1% |
| 3Y | +157.8% | -25.4% | +183.3% | +168.1% |
| All | +157.8% | -25.3% | +183.2% | +168.1% |
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