+4,267.1%
SYY vs CPB
+325.7%
+3,941.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.2% |
| 7D | -2.3% | -8.6% | +6.3% | +0.5% |
| 30D | -4.9% | -7.2% | +2.3% | -2.8% |
| 3M | +8.4% | +0.9% | +7.5% | +7.5% |
| 6M | -7.4% | -11.8% | +4.5% | -4.5% |
| YTD | +11.0% | -19.4% | +30.4% | +17.5% |
| 1Y | -0.2% | -30.4% | +30.2% | +10.5% |
| 3Y | +23.8% | -40.2% | +63.9% | +42.0% |
| 5Y | +18.1% | -39.5% | +57.6% | +33.5% |
| 10Y | +94.6% | -47.4% | +142.0% | +116.3% |
| All | +4,267.1% | +325.7% | +3,941.4% | +1,743.7% |
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