+1,785.7%
CNP vs SYY
+4,638.5%
-2,852.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.4% | +3.9% | -5.4% | -2.7% |
| 30D | -2.9% | -1.7% | -1.2% | -2.4% |
| 3M | -7.5% | +5.2% | -12.7% | -9.2% |
| 6M | -7.9% | -0.2% | -7.7% | -8.6% |
| YTD | +3.7% | +15.4% | -11.6% | -2.2% |
| 1Y | +4.6% | +5.6% | -1.0% | +1.4% |
| 3Y | +49.1% | +28.9% | +20.3% | +33.8% |
| 5Y | +69.2% | +24.1% | +45.2% | +51.9% |
| 10Y | +136.0% | +116.2% | +19.7% | +69.6% |
| All | +1,785.7% | +4,638.5% | -2,852.8% | +614.1% |
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