+86.7%
SYY vs CFG
+216.2%
-129.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.3% | +3.2% | -2.9% | -1.0% |
| 30D | -4.8% | +5.1% | -9.9% | -6.8% |
| 3M | -7.1% | -11.2% | +4.2% | -2.5% |
| 6M | +6.8% | +9.6% | -2.8% | +2.1% |
| YTD | +7.7% | +15.0% | -7.3% | +0.1% |
| 1Y | +5.7% | +29.9% | -24.2% | -6.9% |
| 3Y | +24.6% | +192.1% | -167.5% | -28.2% |
| 5Y | +15.6% | +62.3% | -46.7% | -15.3% |
| All | +86.7% | +216.2% | -129.5% | -10.6% |
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