+4,615.1%
COP vs SYY
+4,312.6%
+302.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | +0.2% | -2.2% | +2.5% | +0.6% |
| 3M | +10.2% | -8.0% | +18.2% | +13.0% |
| 6M | +20.1% | +7.5% | +12.6% | +16.1% |
| YTD | +50.5% | +7.4% | +43.1% | +43.8% |
| 1Y | +56.8% | +4.9% | +51.9% | +51.1% |
| 3Y | +30.3% | +24.1% | +6.2% | +16.7% |
| 5Y | +126.8% | +13.4% | +113.4% | +106.8% |
| 10Y | +325.0% | +87.5% | +237.4% | +222.1% |
| All | +4,615.1% | +4,312.6% | +302.5% | +2,079.1% |
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 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