+4,492.0%
COP vs SYY
+4,458.5%
+33.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +3.0% | -2.3% | +5.3% | +3.9% |
| 30D | +17.5% | -4.9% | +22.4% | +19.6% |
| 3M | +13.4% | +8.4% | +5.0% | +9.9% |
| 6M | +17.7% | -7.4% | +25.1% | +19.6% |
| YTD | +46.6% | +11.0% | +35.6% | +39.2% |
| 1Y | +44.6% | -0.2% | +44.8% | +42.4% |
| 3Y | +20.7% | +23.8% | -3.1% | +8.7% |
| 5Y | +185.0% | +18.1% | +166.9% | +157.4% |
| 10Y | +347.0% | +94.6% | +252.4% | +235.9% |
| All | +4,492.0% | +4,458.5% | +33.4% | +2,008.4% |
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