+337.5%
COP vs SYY
+114.2%
+223.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.2% |
| 30D | +9.6% | -2.3% | +11.9% | +10.8% |
| 3M | +15.0% | +5.5% | +9.5% | +11.7% |
| 6M | +21.8% | -1.0% | +22.7% | +20.3% |
| YTD | +49.6% | +14.1% | +35.5% | +36.6% |
| 1Y | +49.9% | +5.6% | +44.3% | +42.2% |
| 3Y | +22.6% | +27.9% | -5.3% | +2.6% |
| 5Y | +193.6% | +22.7% | +170.9% | +143.4% |
| All | +337.5% | +114.2% | +223.4% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling