-16.1%
CEG vs SYY
+5.3%
-21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | +0.2% | -4.8% | +5.0% | +0.2% |
| 3M | +0.7% | -7.1% | +7.8% | +0.8% |
| 6M | +2.2% | +6.8% | -4.5% | +1.1% |
| YTD | -20.3% | +7.7% | -28.0% | -16.8% |
| 1Y | -16.1% | +5.7% | -21.8% | -13.6% |
| All | -16.1% | +5.3% | -21.3% | -13.6% |
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 · 6 months rolling