+69.9%
CNP vs SYY
+22.4%
+47.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -0.1% | -2.7% | +2.7% | +0.7% |
| 3M | -5.6% | +5.9% | -11.5% | -7.2% |
| 6M | -7.5% | -2.3% | -5.2% | -7.4% |
| YTD | +5.5% | +13.1% | -7.6% | +0.5% |
| 1Y | +8.3% | +3.8% | +4.6% | +6.0% |
| 3Y | +51.8% | +26.7% | +25.0% | +36.4% |
| 5Y | +69.9% | +19.4% | +50.5% | +52.4% |
| All | +69.9% | +22.4% | +47.5% | +52.4% |
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