+340.6%
USFD vs COPX
+497.0%
-156.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -0.2% | -1.5% | +1.4% | +0.3% |
| 30D | +12.3% | -14.0% | +26.3% | +18.0% |
| 3M | -0.7% | -17.1% | +16.4% | +5.2% |
| 6M | +31.3% | -15.9% | +47.2% | +35.9% |
| YTD | +45.7% | +2.6% | +43.1% | +36.4% |
| 1Y | +52.1% | +21.6% | +30.5% | +32.6% |
| 3Y | +158.2% | +142.7% | +15.5% | +58.1% |
| 5Y | +213.8% | +122.2% | +91.5% | +92.7% |
| 10Y | +367.0% | +338.8% | +28.3% | +75.7% |
| All | +340.6% | +497.0% | -156.4% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling