+185.3%
SYY vs CFG
+360.2%
-174.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -1.0% | +0.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +0.3% | +3.2% | -2.9% | -0.9% |
| 3M | -6.3% | -9.7% | +3.4% | -2.7% |
| 6M | +9.7% | +3.6% | +6.1% | +7.5% |
| YTD | +9.4% | +14.7% | -5.2% | +2.5% |
| 1Y | +7.3% | +29.6% | -22.3% | -4.5% |
| 3Y | +27.6% | +190.6% | -162.9% | -22.6% |
| 5Y | +12.5% | +67.1% | -54.5% | -16.6% |
| 10Y | +87.4% | +237.0% | -149.6% | -6.6% |
| All | +185.3% | +360.2% | -174.9% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling