+26.3%
SYY vs CAG
-37.6%
+63.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.4% |
| 7D | -0.2% | -6.6% | +6.4% | +1.7% |
| 30D | -2.7% | +2.3% | -5.0% | -3.5% |
| 3M | +5.9% | +16.3% | -10.4% | +0.8% |
| 6M | -2.3% | -16.0% | +13.7% | +2.9% |
| YTD | +13.1% | -7.7% | +20.8% | +14.8% |
| 1Y | +3.8% | -16.0% | +19.8% | +8.7% |
| All | +26.3% | -37.6% | +63.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling