+193.3%
COP vs SYY
+22.4%
+170.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +11.7% | -2.7% | +14.5% | +12.5% |
| 3M | +17.7% | +5.9% | +11.8% | +15.7% |
| 6M | +18.3% | -2.3% | +20.6% | +18.5% |
| YTD | +49.1% | +13.1% | +36.0% | +41.8% |
| 1Y | +53.3% | +3.8% | +49.6% | +49.9% |
| 3Y | +22.2% | +26.7% | -4.6% | +9.9% |
| 5Y | +193.3% | +19.4% | +173.9% | +161.1% |
| All | +193.3% | +22.4% | +170.9% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling