+10.9%
CMG vs SYY
+8.7%
+2.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.8% |
| 7D | +22.5% | -6.3% | +28.9% | +24.2% |
| 30D | +14.1% | +0.7% | +13.4% | +13.4% |
| 3M | +4.1% | -6.4% | +10.5% | +5.6% |
| 6M | +10.1% | +7.6% | +2.5% | +9.6% |
| YTD | -4.9% | +7.4% | -12.3% | -8.1% |
| 1Y | +10.9% | +8.3% | +2.6% | +6.5% |
| All | +10.9% | +8.7% | +2.2% | +6.5% |
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 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