+25.8%
SYY vs CP
+19.6%
+6.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.6% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | +8.4% | +2.6% | +5.8% | +7.4% |
| 6M | -7.4% | +6.0% | -13.3% | -9.3% |
| YTD | +11.0% | +24.9% | -13.9% | +3.7% |
| 1Y | -0.2% | +20.1% | -20.3% | -5.9% |
| All | +25.8% | +19.6% | +6.2% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling