+223.5%
CB vs SYY
+102.5%
+121.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -3.1% | -2.7% | -0.3% | -2.1% |
| 3M | +4.2% | +5.9% | -1.7% | +2.0% |
| 6M | +4.7% | -2.3% | +7.0% | +4.7% |
| YTD | +8.8% | +13.1% | -4.3% | +2.5% |
| 1Y | +22.6% | +3.8% | +18.9% | +19.2% |
| 3Y | +70.6% | +26.7% | +43.9% | +52.1% |
| 5Y | +99.4% | +19.4% | +80.0% | +79.5% |
| 10Y | +223.5% | +112.0% | +111.5% | +143.8% |
| All | +223.5% | +102.5% | +121.0% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling