+22.7%
SYY vs CAG
-42.8%
+65.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.8% |
| 7D | +1.5% | -5.9% | +7.4% | +3.6% |
| 30D | -2.3% | -1.5% | -0.8% | -1.9% |
| 3M | +5.5% | +11.5% | -6.0% | +0.9% |
| 6M | -1.0% | -15.7% | +14.7% | +4.6% |
| YTD | +14.1% | -10.2% | +24.3% | +17.1% |
| 1Y | +5.6% | -18.1% | +23.6% | +12.2% |
| 3Y | +27.9% | -39.4% | +67.3% | +50.9% |
| 5Y | +22.7% | -42.6% | +65.3% | +45.9% |
| All | +22.7% | -42.8% | +65.6% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling