-62.8%
CSGP vs SYY
+24.3%
-87.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | -4.1% | -2.3% | -1.8% | -3.7% |
| 30D | +2.3% | -4.9% | +7.3% | +3.2% |
| 3M | -8.2% | +8.4% | -16.6% | -9.3% |
| 6M | -35.1% | -7.4% | -27.7% | -34.1% |
| YTD | -54.0% | +11.0% | -65.0% | -56.0% |
| 1Y | -65.3% | -0.2% | -65.1% | -65.7% |
| All | -62.8% | +24.3% | -87.1% | -67.1% |
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