+50.6%
CI vs SYY
+20.0%
+30.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | +3.1% | -2.3% | +5.5% | +3.9% |
| 3M | -4.5% | +5.5% | -10.0% | -6.2% |
| 6M | +8.3% | -1.0% | +9.2% | +7.9% |
| YTD | +3.8% | +14.1% | -10.3% | -1.9% |
| 1Y | -5.0% | +5.6% | -10.6% | -7.7% |
| 3Y | +5.8% | +27.9% | -22.1% | -5.1% |
| 5Y | +50.6% | +22.7% | +27.9% | +32.4% |
| All | +50.6% | +20.0% | +30.6% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling