+193,725.9%
CSCO vs SYY
+4,936.2%
+188,789.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -15.8% | -4.8% | -11.1% | -14.7% |
| 3M | -15.4% | -7.1% | -8.3% | -13.6% |
| 6M | -5.4% | +6.8% | -12.2% | -8.6% |
| YTD | +26.5% | +7.7% | +18.8% | +20.7% |
| 1Y | +25.9% | +5.7% | +20.2% | +20.9% |
| 3Y | +97.5% | +24.6% | +73.0% | +75.9% |
| 5Y | +93.0% | +15.6% | +77.4% | +74.8% |
| 10Y | +308.6% | +87.9% | +220.7% | +179.9% |
| All | +193,725.9% | +4,936.2% | +188,789.7% | +31,074.2% |
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