+4,136.2%
SYY vs CAG
+578.5%
+3,557.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +0.3% | -3.3% | +3.7% | +1.4% |
| 30D | -4.8% | +7.7% | -12.4% | -7.1% |
| 3M | -7.1% | -3.2% | -3.9% | -6.4% |
| 6M | +6.8% | +7.0% | -0.2% | +3.6% |
| YTD | +7.7% | -9.0% | +16.6% | +9.4% |
| 1Y | +5.7% | -9.6% | +15.3% | +7.6% |
| 3Y | +24.6% | -36.0% | +60.5% | +40.3% |
| 5Y | +15.6% | -40.9% | +56.5% | +33.0% |
| 10Y | +87.9% | -37.3% | +125.2% | +101.4% |
| All | +4,136.2% | +578.5% | +3,557.7% | +1,611.2% |
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 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