+1,888.4%
CNP vs SYY
+4,352.2%
-2,463.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -3.0% | +4.7% | -7.8% | -4.6% |
| 30D | +6.8% | -0.7% | +7.5% | +6.8% |
| 3M | +3.6% | -6.8% | +10.4% | +5.6% |
| 6M | 0.0% | +8.6% | -8.7% | -3.2% |
| YTD | +9.4% | +8.4% | +1.0% | +4.9% |
| 1Y | +6.8% | +7.1% | -0.3% | +2.8% |
| 3Y | +64.2% | +25.2% | +39.0% | +48.2% |
| 5Y | +76.0% | +13.0% | +63.1% | +62.6% |
| 10Y | +143.3% | +88.9% | +54.4% | +81.9% |
| All | +1,888.4% | +4,352.2% | -2,463.8% | +665.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling