+212.6%
USFD vs COPX
+186.1%
+26.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.8% |
| 7D | -3.3% | +5.8% | -9.1% | -4.6% |
| 30D | -5.3% | +7.2% | -12.5% | -6.9% |
| 3M | +18.8% | +16.5% | +2.3% | +13.9% |
| 6M | +14.3% | +18.4% | -4.2% | +7.7% |
| YTD | +36.9% | +31.9% | +5.0% | +23.9% |
| 1Y | +31.7% | +88.5% | -56.8% | +6.4% |
| 3Y | +164.5% | +173.1% | -8.6% | +80.9% |
| 5Y | +212.6% | +193.1% | +19.5% | +103.9% |
| All | +212.6% | +186.1% | +26.5% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling