+19.6%
SYY vs CP
+34.7%
-15.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.5% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | +8.4% | +2.6% | +5.8% | +7.2% |
| 6M | -7.4% | +6.0% | -13.3% | -9.6% |
| YTD | +11.0% | +24.9% | -13.9% | +2.3% |
| 1Y | -0.2% | +20.1% | -20.3% | -6.9% |
| 3Y | +23.8% | +16.4% | +7.4% | +14.7% |
| All | +19.6% | +34.7% | -15.1% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling