-64.8%
CSGP vs SYY
+18.7%
-83.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.0% |
| 7D | -4.1% | -2.3% | -1.8% | -3.3% |
| 30D | +2.3% | -4.9% | +7.3% | +3.9% |
| 3M | -8.2% | +8.4% | -16.6% | -10.5% |
| 6M | -35.1% | -7.4% | -27.7% | -33.8% |
| YTD | -54.0% | +11.0% | -65.0% | -56.8% |
| 1Y | -65.3% | -0.2% | -65.1% | -65.9% |
| 3Y | -62.6% | +23.8% | -86.3% | -67.3% |
| All | -64.8% | +18.7% | -83.4% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling