-11.7%
CCI vs SYY
+27.8%
-39.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -4.4% | +1.5% | -5.9% | -4.8% |
| 30D | +0.3% | -2.3% | +2.6% | +1.0% |
| 3M | -20.0% | +5.5% | -25.5% | -21.4% |
| 6M | -14.5% | -1.0% | -13.6% | -14.8% |
| YTD | -14.9% | +14.1% | -29.0% | -19.8% |
| 1Y | -17.7% | +5.6% | -23.2% | -19.9% |
| All | -11.7% | +27.8% | -39.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling