+219.9%
CTVA vs SYY
+31.6%
+188.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | +11.1% | -2.7% | +13.8% | +12.2% |
| 3M | +13.2% | +5.9% | +7.3% | +10.7% |
| 6M | +8.7% | -2.3% | +11.0% | +8.6% |
| YTD | +27.3% | +13.1% | +14.2% | +19.5% |
| 1Y | +18.0% | +3.8% | +14.2% | +14.5% |
| 3Y | +76.5% | +26.7% | +49.8% | +56.5% |
| 5Y | +105.1% | +19.4% | +85.7% | +82.8% |
| All | +219.9% | +31.6% | +188.3% | +166.8% |
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