+317.7%
USFD vs COPX
+637.2%
-319.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | -3.0% | -4.0% | +1.0% | -1.7% |
| 30D | +3.5% | +4.5% | -1.0% | +1.7% |
| 3M | +26.6% | +0.8% | +25.7% | +24.3% |
| 6M | +11.7% | +3.2% | +8.5% | +7.3% |
| YTD | +38.1% | +26.7% | +11.4% | +20.9% |
| 1Y | +33.4% | +85.7% | -52.3% | -1.1% |
| 3Y | +155.8% | +151.2% | +4.7% | +58.5% |
| 5Y | +214.0% | +170.0% | +44.0% | +80.4% |
| 10Y | +320.4% | +572.9% | -252.6% | +42.8% |
| All | +317.7% | +637.2% | -319.5% | +40.5% |
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