+49.8%
USFD vs COPX
+31.7%
+18.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.5% | +8.2% |
| 7D | +7.8% | -3.0% | +10.8% | +8.0% |
| 30D | +16.2% | -13.6% | +29.8% | +17.1% |
| 3M | +11.0% | -11.2% | +22.2% | +11.6% |
| 6M | +20.7% | -2.4% | +23.1% | +19.2% |
| YTD | +46.0% | +4.2% | +41.7% | +39.6% |
| 1Y | +49.8% | +32.2% | +17.6% | +35.4% |
| All | +49.8% | +31.7% | +18.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling