-20.0%
CPNG vs SYY
+29.1%
-49.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | -1.1% | +3.9% | -5.1% | -1.5% |
| 30D | -7.4% | -1.7% | -5.6% | -7.2% |
| 3M | -12.3% | +5.2% | -17.5% | -12.9% |
| 6M | -19.4% | -0.2% | -19.2% | -19.7% |
| YTD | -35.9% | +15.4% | -51.3% | -37.4% |
| 1Y | -53.4% | +5.6% | -59.0% | -53.9% |
| 3Y | -20.0% | +28.9% | -48.9% | -29.9% |
| All | -20.0% | +29.1% | -49.1% | -29.9% |
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