+29.9%
COP vs SYY
+24.2%
+5.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.2% | -2.2% | +2.5% | +0.5% |
| 3M | +10.2% | -8.0% | +18.2% | +11.5% |
| 6M | +20.1% | +7.5% | +12.6% | +17.9% |
| YTD | +50.5% | +7.4% | +43.1% | +45.8% |
| 1Y | +56.8% | +4.9% | +51.9% | +52.9% |
| All | +29.9% | +24.2% | +5.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling