+11.7%
CMI vs SYY
+8.7%
+2.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.6% | -6.1% |
| 7D | -11.2% | -6.3% | -4.9% | -10.4% |
| 30D | -9.8% | +0.7% | -10.6% | -10.1% |
| 3M | -25.5% | -6.4% | -19.1% | -24.9% |
| 6M | -27.7% | +7.6% | -35.3% | -29.6% |
| YTD | -6.6% | +7.4% | -14.1% | -7.8% |
| 1Y | +11.7% | +8.3% | +3.4% | +9.9% |
| All | +11.7% | +8.7% | +2.9% | +9.9% |
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 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