+3,388.4%
CSGP vs SYY
+1,066.4%
+2,322.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | +13.9% | -8.8% | +22.7% | +17.1% |
| 30D | +16.0% | -2.9% | +18.9% | +17.0% |
| 3M | +6.1% | -10.7% | +16.7% | +9.7% |
| 6M | -8.2% | +4.0% | -12.1% | -9.5% |
| YTD | -52.3% | +4.3% | -56.7% | -53.7% |
| 1Y | -54.5% | +5.0% | -59.5% | -55.9% |
| 3Y | -58.6% | +21.1% | -79.6% | -62.0% |
| 5Y | -61.5% | +5.0% | -66.5% | -63.2% |
| 10Y | +74.7% | +101.4% | -26.7% | +25.6% |
| All | +3,388.4% | +1,066.4% | +2,322.0% | +2,213.2% |
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