+4,267.1%
SYY vs CAG
+604.9%
+3,662.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -2.3% | -3.8% | +1.5% | -1.1% |
| 30D | -4.9% | +3.1% | -8.1% | -6.0% |
| 3M | +8.4% | +23.5% | -15.1% | +0.8% |
| 6M | -7.4% | -14.8% | +7.5% | -3.3% |
| YTD | +11.0% | -5.4% | +16.4% | +11.7% |
| 1Y | -0.2% | -11.8% | +11.6% | +2.6% |
| 3Y | +23.8% | -36.7% | +60.4% | +40.2% |
| 5Y | +18.1% | -40.3% | +58.4% | +35.7% |
| 10Y | +94.6% | -37.0% | +131.6% | +108.5% |
| All | +4,267.1% | +604.9% | +3,662.3% | +1,647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling