+88.9%
SYY vs CFG
+230.2%
-141.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +4.7% | +0.7% | +4.1% | +4.5% |
| 30D | -0.7% | +2.8% | -3.4% | -1.8% |
| 3M | -6.8% | -10.1% | +3.3% | -2.7% |
| 6M | +8.6% | +3.2% | +5.5% | +6.5% |
| YTD | +8.4% | +14.2% | -5.8% | +1.1% |
| 1Y | +7.1% | +27.4% | -20.3% | -4.9% |
| 3Y | +25.2% | +187.6% | -162.4% | -27.3% |
| 5Y | +13.0% | +65.7% | -52.7% | -18.3% |
| 10Y | +88.9% | +219.7% | -130.8% | -9.4% |
| All | +88.9% | +230.2% | -141.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling