+220,352.4%
CSCO vs SYY
+5,091.9%
+215,260.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | -10.1% | -4.9% | -5.2% | -8.4% |
| 3M | -15.7% | +8.4% | -24.1% | -18.4% |
| 6M | +36.3% | -7.4% | +43.6% | +38.9% |
| YTD | +43.8% | +11.0% | +32.8% | +36.5% |
| 1Y | +63.9% | -0.2% | +64.2% | +61.4% |
| 3Y | +104.4% | +23.8% | +80.6% | +83.2% |
| 5Y | +111.4% | +18.1% | +93.2% | +90.6% |
| 10Y | +361.7% | +94.6% | +267.1% | +213.1% |
| All | +220,352.4% | +5,091.9% | +215,260.5% | +35,150.8% |
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