+3,994.3%
CMG vs SYY
+383.1%
+3,611.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.5% |
| 7D | -6.5% | -0.2% | -6.2% | -6.4% |
| 30D | +12.1% | -2.7% | +14.8% | +13.4% |
| 3M | +20.6% | +5.9% | +14.7% | +17.6% |
| 6M | +2.1% | -2.3% | +4.4% | +2.3% |
| YTD | -2.6% | +13.1% | -15.7% | -9.3% |
| 1Y | -8.7% | +3.8% | -12.4% | -11.7% |
| 3Y | -7.4% | +26.7% | -34.1% | -19.5% |
| 5Y | -5.7% | +19.4% | -25.1% | -16.6% |
| 10Y | +322.3% | +112.0% | +210.4% | +135.8% |
| All | +3,994.3% | +383.1% | +3,611.2% | +1,209.7% |
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