+14,787.4%
CAH vs SYY
+4,545.1%
+10,242.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +1.2% | -2.7% | +3.9% | +2.0% |
| 3M | +13.1% | +5.9% | +7.2% | +11.1% |
| 6M | +8.5% | -2.3% | +10.8% | +8.5% |
| YTD | +17.6% | +13.1% | +4.5% | +12.0% |
| 1Y | +60.7% | +3.8% | +56.9% | +57.1% |
| 3Y | +183.2% | +26.7% | +156.4% | +157.1% |
| 5Y | +402.2% | +19.4% | +382.8% | +359.7% |
| 10Y | +302.3% | +112.0% | +190.3% | +187.1% |
| All | +14,787.4% | +4,545.1% | +10,242.3% | +4,454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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