+19.3%
SYY vs CFG
+100.9%
-81.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | -2.8% | +2.7% | -5.4% | -3.4% |
| 30D | -5.3% | -3.7% | -1.6% | -4.4% |
| 3M | +5.1% | +9.5% | -4.4% | +2.5% |
| 6M | -5.0% | +22.2% | -27.2% | -10.1% |
| YTD | +10.7% | +22.3% | -11.6% | +4.5% |
| 1Y | +0.7% | +39.4% | -38.8% | -8.4% |
| 3Y | +24.0% | +188.5% | -164.4% | -11.1% |
| 5Y | +19.3% | +101.5% | -82.3% | -6.0% |
| All | +19.3% | +100.9% | -81.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling