+113.8%
SYY vs CAG
-36.2%
+150.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.9% | -5.7% | +9.6% | +5.6% |
| 30D | -1.7% | -2.4% | +0.7% | -1.2% |
| 3M | +5.2% | +9.8% | -4.6% | +2.0% |
| 6M | -0.2% | -10.8% | +10.6% | +2.4% |
| YTD | +15.4% | -10.8% | +26.2% | +18.0% |
| 1Y | +5.6% | -19.0% | +24.5% | +11.0% |
| 3Y | +28.9% | -39.7% | +68.6% | +46.2% |
| 5Y | +24.1% | -43.0% | +67.0% | +42.9% |
| All | +113.8% | -36.2% | +150.0% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling