+214.3%
USFD vs COO
-40.4%
+254.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +10.2% | +14.2% | -4.0% | +4.9% |
| 3M | -1.5% | -18.2% | +16.7% | +5.8% |
| 6M | +27.3% | +5.3% | +22.0% | +23.2% |
| YTD | +44.0% | -23.6% | +67.5% | +57.7% |
| 1Y | +50.4% | -12.7% | +63.0% | +55.5% |
| 3Y | +153.6% | -24.2% | +177.8% | +160.4% |
| All | +214.3% | -40.4% | +254.6% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling