+6,646.7%
CB vs SYY
+2,555.8%
+4,090.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | -3.1% | -4.9% | +1.8% | -1.1% |
| 3M | +9.0% | +8.4% | +0.6% | +5.4% |
| 6M | +2.9% | -7.4% | +10.2% | +5.0% |
| YTD | +10.1% | +11.0% | -0.9% | +3.8% |
| 1Y | +22.8% | -0.2% | +23.0% | +20.7% |
| 3Y | +73.8% | +23.8% | +50.0% | +54.4% |
| 5Y | +99.2% | +18.1% | +81.0% | +77.6% |
| 10Y | +218.2% | +94.6% | +123.6% | +111.5% |
| All | +6,646.7% | +2,555.8% | +4,090.9% | +1,945.2% |
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