+20.8%
COP vs SYY
+25.4%
-4.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.8% | -2.8% | +1.9% | -0.4% |
| 30D | +15.6% | -5.3% | +20.9% | +16.7% |
| 3M | +14.3% | +5.1% | +9.3% | +13.2% |
| 6M | +17.0% | -5.0% | +22.0% | +18.3% |
| YTD | +47.4% | +10.7% | +36.7% | +42.7% |
| 1Y | +52.4% | +0.7% | +51.7% | +51.1% |
| 3Y | +20.8% | +24.0% | -3.2% | +11.1% |
| All | +20.8% | +25.4% | -4.6% | +11.1% |
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 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