+19,269.7%
CMI vs SYY
+4,545.1%
+14,724.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -12.3% | -2.7% | -9.5% | -11.4% |
| 3M | -16.8% | +5.9% | -22.7% | -19.1% |
| 6M | +1.5% | -2.3% | +3.9% | +1.3% |
| YTD | +9.8% | +13.1% | -3.3% | +2.8% |
| 1Y | +42.6% | +3.8% | +38.8% | +38.0% |
| 3Y | +151.0% | +26.7% | +124.3% | +120.9% |
| 5Y | +167.0% | +19.4% | +147.6% | +139.0% |
| 10Y | +512.2% | +112.0% | +400.2% | +288.4% |
| All | +19,269.7% | +4,545.1% | +14,724.6% | +4,986.7% |
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