+16.9%
SYY vs CPB
-38.4%
+55.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.7% |
| 7D | -2.8% | -8.2% | +5.5% | -0.7% |
| 30D | -5.3% | -5.6% | +0.3% | -4.0% |
| 3M | +5.1% | +3.0% | +2.1% | +3.8% |
| 6M | -5.0% | -12.7% | +7.7% | -2.1% |
| YTD | +10.7% | -18.0% | +28.7% | +15.8% |
| 1Y | +0.7% | -31.7% | +32.4% | +11.0% |
| 3Y | +24.0% | -41.0% | +65.0% | +41.0% |
| All | +16.9% | -38.4% | +55.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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