+6,781.2%
CME vs SYY
+421.9%
+6,359.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -0.6% |
| 30D | +6.2% | -4.9% | +11.2% | +8.5% |
| 3M | +10.4% | +8.4% | +2.0% | +6.5% |
| 6M | -9.5% | -7.4% | -2.2% | -7.7% |
| YTD | +6.0% | +11.0% | -5.0% | -0.6% |
| 1Y | +9.3% | -0.2% | +9.5% | +7.2% |
| 3Y | +57.7% | +23.8% | +33.9% | +37.3% |
| 5Y | +77.7% | +18.1% | +59.6% | +53.9% |
| 10Y | +281.2% | +94.6% | +186.6% | +127.9% |
| All | +6,781.2% | +421.9% | +6,359.3% | +2,132.9% |
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