+162.8%
USFD vs COO
-23.4%
+186.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -3.0% | -2.2% | -0.8% | -2.6% |
| 30D | +3.5% | -7.0% | +10.5% | +5.1% |
| 3M | +26.6% | +12.2% | +14.4% | +23.3% |
| 6M | +11.7% | -15.1% | +26.8% | +15.1% |
| YTD | +38.1% | -15.1% | +53.2% | +42.2% |
| 1Y | +33.4% | +2.3% | +31.0% | +31.6% |
| All | +162.8% | -23.4% | +186.2% | +170.3% |
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