+88.9%
SYY vs CP
+255.2%
-166.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +4.7% | +2.8% | +1.9% | +3.4% |
| 30D | -0.7% | +11.0% | -11.7% | -5.5% |
| 3M | -6.8% | +3.8% | -10.6% | -8.7% |
| 6M | +8.6% | +9.5% | -0.8% | +3.4% |
| YTD | +8.4% | +28.2% | -19.8% | -4.9% |
| 1Y | +7.1% | +33.0% | -25.8% | -7.8% |
| 3Y | +25.2% | +35.5% | -10.3% | +3.3% |
| 5Y | +13.0% | +25.8% | -12.8% | -5.6% |
| 10Y | +88.9% | +250.7% | -161.8% | +6.3% |
| All | +88.9% | +255.2% | -166.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling