+105.2%
CTVA vs SYY
+20.0%
+85.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | +11.1% | -2.3% | +13.4% | +11.9% |
| 3M | +13.7% | +5.5% | +8.2% | +11.7% |
| 6M | +11.2% | -1.0% | +12.2% | +10.9% |
| YTD | +26.9% | +14.1% | +12.8% | +19.6% |
| 1Y | +18.8% | +5.6% | +13.3% | +15.3% |
| 3Y | +75.9% | +27.9% | +48.1% | +57.1% |
| 5Y | +105.2% | +22.7% | +82.5% | +75.4% |
| All | +105.2% | +20.0% | +85.2% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling