+4,127.4%
SYY vs CPB
+349.9%
+3,777.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | 0.0% | -4.1% | +4.1% | +1.3% |
| 30D | -2.2% | +16.9% | -19.2% | -7.2% |
| 3M | -8.0% | -0.6% | -7.5% | -8.4% |
| 6M | +7.5% | +11.4% | -3.9% | +2.8% |
| YTD | +7.4% | -14.8% | +22.3% | +11.3% |
| 1Y | +4.9% | -24.8% | +29.6% | +13.1% |
| 3Y | +24.1% | -36.6% | +60.7% | +39.5% |
| 5Y | +13.4% | -33.3% | +46.7% | +23.9% |
| 10Y | +87.5% | -40.4% | +127.9% | +98.5% |
| All | +4,127.4% | +349.9% | +3,777.5% | +1,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling