+4,165.3%
SYY vs CP
+7,872.5%
-3,707.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +4.7% | +2.8% | +1.9% | +4.0% |
| 30D | -0.7% | +11.0% | -11.7% | -3.5% |
| 3M | -6.8% | +3.8% | -10.6% | -7.8% |
| 6M | +8.6% | +9.5% | -0.8% | +5.7% |
| YTD | +8.4% | +28.2% | -19.8% | +0.8% |
| 1Y | +7.1% | +33.0% | -25.8% | -1.5% |
| 3Y | +25.2% | +35.5% | -10.3% | +13.3% |
| 5Y | +13.0% | +25.8% | -12.8% | +3.5% |
| 10Y | +88.9% | +250.7% | -161.8% | +34.4% |
| All | +4,165.3% | +7,872.5% | -3,707.2% | +1,202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling