+108.1%
CSCO vs SYY
+24.2%
+83.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -12.6% | -2.2% | -10.4% | -12.5% |
| 3M | -16.0% | -8.0% | -8.0% | -15.0% |
| 6M | +2.8% | +7.5% | -4.6% | +0.6% |
| YTD | +33.2% | +7.4% | +25.8% | +29.6% |
| 1Y | +43.1% | +4.9% | +38.2% | +39.9% |
| All | +108.1% | +24.2% | +83.9% | +84.9% |
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