+19.3%
SYY vs CART
+38.4%
-19.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | -7.3% | +3.0% | -10.2% | -7.3% |
| 30D | +0.1% | +28.6% | -28.5% | 0.0% |
| 3M | -8.2% | +29.1% | -37.3% | -8.3% |
| 6M | +6.3% | +44.7% | -38.5% | +6.2% |
| YTD | +7.3% | +29.2% | -21.9% | +7.7% |
| 1Y | +8.5% | +66.2% | -57.7% | +7.8% |
| 3Y | +24.9% | +112.8% | -87.9% | +20.8% |
| All | +19.3% | +38.4% | -19.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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