-32.5%
CBRS vs SYY
+9.5%
-41.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.6% | +9.7% |
| 7D | +17.3% | -2.3% | +19.6% | +16.3% |
| 30D | -2.0% | -4.9% | +3.0% | -2.7% |
| 3M | -2.5% | +8.4% | -10.9% | -12.2% |
| All | -32.5% | +9.5% | -41.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling