+208.4%
USFD vs COO
-40.8%
+249.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.5% | +2.1% |
| 7D | +3.9% | +4.3% | -0.4% | +2.4% |
| 30D | +12.8% | +17.6% | -4.7% | +6.2% |
| 3M | +1.0% | -13.9% | +14.8% | +6.3% |
| 6M | +30.3% | +6.6% | +23.7% | +25.5% |
| YTD | +46.0% | -22.0% | +68.0% | +58.6% |
| 1Y | +49.6% | -8.8% | +58.4% | +52.0% |
| 3Y | +166.3% | -21.5% | +187.7% | +168.9% |
| 5Y | +208.4% | -41.0% | +249.4% | +268.3% |
| All | +208.4% | -40.8% | +249.2% | +268.3% |
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 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