-63.2%
CSGP vs SYY
+7.0%
-70.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -5.4% |
| 7D | +1.3% | -7.3% | +8.5% | +3.7% |
| 30D | +10.7% | +0.1% | +10.6% | +10.6% |
| 3M | +3.3% | -8.9% | +12.2% | +6.3% |
| 6M | -10.3% | +5.5% | -15.8% | -12.1% |
| YTD | -54.6% | +6.6% | -61.1% | -56.8% |
| 1Y | -54.6% | +7.7% | -62.4% | -57.2% |
| 3Y | -60.3% | +24.0% | -84.4% | -65.9% |
| All | -63.2% | +7.0% | -70.3% | -65.7% |
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