+23.4%
USFD vs COPX
+76.0%
-52.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.1% |
| 7D | -8.0% | -2.9% | -5.1% | -7.9% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | +6.5% | +14.8% | -8.3% | +5.5% |
| 6M | +5.7% | +7.0% | -1.3% | +4.7% |
| YTD | +27.5% | +23.8% | +3.7% | +24.0% |
| 1Y | +23.4% | +75.7% | -52.3% | +15.3% |
| All | +23.4% | +76.0% | -52.6% | +15.3% |
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 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