+315.7%
USFD vs COPX
+606.7%
-291.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | -7.0% | +6.0% | -13.0% | -9.0% |
| 30D | -10.3% | +6.4% | -16.7% | -12.5% |
| 3M | +9.2% | +19.3% | -10.1% | +1.1% |
| 6M | +7.4% | +16.2% | -8.8% | -1.5% |
| YTD | +29.4% | +33.2% | -3.8% | +10.8% |
| 1Y | +24.8% | +90.2% | -65.4% | -8.7% |
| 3Y | +150.0% | +175.7% | -25.7% | +47.3% |
| 5Y | +195.5% | +193.1% | +2.4% | +61.6% |
| 10Y | +315.7% | +619.4% | -303.7% | +30.3% |
| All | +315.7% | +606.7% | -291.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling