+4,766.3%
COP vs SYY
+4,321.8%
+444.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | 0.0% | -4.8% | +4.7% | +1.3% |
| 3M | +15.0% | -7.1% | +22.1% | +17.4% |
| 6M | +22.0% | +6.8% | +15.2% | +18.2% |
| YTD | +55.3% | +7.7% | +47.7% | +48.3% |
| 1Y | +64.1% | +5.7% | +58.4% | +57.7% |
| 3Y | +34.1% | +24.6% | +9.5% | +20.0% |
| 5Y | +133.4% | +15.6% | +117.7% | +111.3% |
| 10Y | +338.6% | +87.9% | +250.7% | +232.2% |
| All | +4,766.3% | +4,321.8% | +444.5% | +2,147.3% |
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