+7,654.3%
CME vs SYY
+400.6%
+7,253.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +2.7% | +1.3% | +1.4% | +2.1% |
| 30D | +13.5% | -3.5% | +17.0% | +14.8% |
| 3M | +20.9% | -9.3% | +30.2% | +25.4% |
| 6M | +11.5% | +5.9% | +5.6% | +8.0% |
| YTD | +19.5% | +6.5% | +13.0% | +13.5% |
| 1Y | +17.2% | +4.0% | +13.2% | +12.4% |
| 3Y | +65.1% | +23.0% | +42.2% | +43.7% |
| 5Y | +73.1% | +14.3% | +58.8% | +51.6% |
| 10Y | +305.3% | +85.8% | +219.5% | +147.2% |
| All | +7,654.3% | +400.6% | +7,253.7% | +2,448.5% |
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 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