+28.9%
USFD vs COPX
-18.0%
+46.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.3% |
| 30D | +10.6% | -15.9% | +26.4% | +10.3% |
| 3M | -2.4% | -19.6% | +17.2% | -2.7% |
| 6M | +28.9% | -21.5% | +50.4% | +28.1% |
| All | +28.9% | -18.0% | +46.9% | +28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling