+51.6%
CME vs SYY
+26.6%
+25.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.7% | -2.7% | +7.4% | +4.9% |
| 3M | +7.8% | +5.9% | +2.0% | +7.3% |
| 6M | -11.0% | -2.3% | -8.7% | -10.8% |
| YTD | +4.0% | +13.1% | -9.1% | +2.4% |
| 1Y | +9.1% | +3.8% | +5.4% | +8.5% |
| All | +51.6% | +26.6% | +25.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling