+317.7%
USFD vs COO
+69.3%
+248.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -3.0% | -2.2% | -0.8% | -1.9% |
| 30D | +3.5% | -7.0% | +10.5% | +7.3% |
| 3M | +26.6% | +12.2% | +14.4% | +18.2% |
| 6M | +11.7% | -15.1% | +26.8% | +20.6% |
| YTD | +38.1% | -15.1% | +53.2% | +48.6% |
| 1Y | +33.4% | +2.3% | +31.0% | +28.4% |
| 3Y | +155.8% | -23.7% | +179.5% | +173.2% |
| 5Y | +214.0% | -38.9% | +253.0% | +280.8% |
| 10Y | +320.4% | +49.9% | +270.4% | +244.1% |
| All | +317.7% | +69.3% | +248.4% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling