-5.5%
CI vs SYY
+1.0%
-6.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | +4.4% | -4.9% | +9.4% | +5.4% |
| 3M | +0.7% | +8.4% | -7.7% | -0.6% |
| 6M | +0.3% | -7.4% | +7.7% | +0.6% |
| YTD | +3.8% | +11.0% | -7.2% | +0.4% |
| 1Y | -5.5% | -0.2% | -5.3% | -3.7% |
| All | -5.5% | +1.0% | -6.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling