+322.0%
CMG vs SYY
+116.5%
+205.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.1% | +3.9% | -6.0% | -3.4% |
| 30D | +10.9% | -1.7% | +12.7% | +11.6% |
| 3M | +15.8% | +5.2% | +10.7% | +13.9% |
| 6M | +6.9% | -0.2% | +7.1% | +6.4% |
| YTD | -2.2% | +15.4% | -17.5% | -8.1% |
| 1Y | -7.1% | +5.6% | -12.7% | -10.0% |
| 3Y | -7.1% | +28.9% | -36.0% | -17.2% |
| 5Y | -4.8% | +24.1% | -28.9% | -14.3% |
| All | +322.0% | +116.5% | +205.5% | +177.2% |
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