+4,123.0%
SYY vs CP
+7,734.8%
-3,611.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.6% |
| 7D | -7.3% | +2.8% | -10.1% | -8.0% |
| 30D | +0.1% | +10.2% | -10.1% | -2.6% |
| 3M | -8.2% | +2.4% | -10.6% | -8.9% |
| 6M | +6.3% | +7.7% | -1.4% | +3.8% |
| YTD | +7.3% | +26.0% | -18.7% | +0.3% |
| 1Y | +8.5% | +34.6% | -26.2% | -0.5% |
| 3Y | +24.9% | +26.7% | -1.8% | +15.2% |
| 5Y | +8.0% | +24.9% | -16.9% | -0.8% |
| 10Y | +107.2% | +258.6% | -151.4% | +46.9% |
| All | +4,123.0% | +7,734.8% | -3,611.8% | +1,195.8% |
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