+303.4%
CME vs SYY
+88.7%
+214.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | +11.3% | -4.8% | +16.1% | +12.8% |
| 3M | +19.6% | -7.1% | +26.6% | +22.0% |
| 6M | +8.1% | +6.8% | +1.3% | +5.2% |
| YTD | +20.4% | +7.7% | +12.7% | +15.3% |
| 1Y | +16.5% | +5.7% | +10.8% | +12.2% |
| 3Y | +66.4% | +24.6% | +41.9% | +48.6% |
| 5Y | +74.5% | +15.6% | +58.8% | +56.9% |
| All | +303.4% | +88.7% | +214.7% | +185.0% |
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