-70.0%
CPNG vs SYY
+15.4%
-85.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.2% |
| 7D | -7.6% | -0.2% | -7.3% | -7.5% |
| 30D | -8.8% | -2.7% | -6.1% | -7.8% |
| 3M | -7.2% | +5.9% | -13.1% | -9.5% |
| 6M | -21.5% | -2.3% | -19.2% | -21.6% |
| YTD | -37.4% | +13.1% | -50.5% | -41.9% |
| 1Y | -54.3% | +3.8% | -58.1% | -56.0% |
| 3Y | -20.3% | +26.7% | -47.0% | -33.8% |
| 5Y | -51.2% | +19.4% | -70.6% | -55.7% |
| All | -70.0% | +15.4% | -85.4% | -72.5% |
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