+189.3%
SYY vs CFG
+396.4%
-207.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.3% | +1.5% | -3.8% | -2.9% |
| 30D | -4.9% | -3.8% | -1.1% | -3.6% |
| 3M | +8.4% | +11.5% | -3.1% | +3.5% |
| 6M | -7.4% | +19.2% | -26.5% | -14.1% |
| YTD | +11.0% | +23.7% | -12.7% | +1.0% |
| 1Y | -0.2% | +38.8% | -39.1% | -13.6% |
| 3Y | +23.8% | +178.9% | -155.1% | -23.7% |
| 5Y | +18.1% | +101.8% | -83.6% | -19.6% |
| 10Y | +94.6% | +317.3% | -222.7% | -7.3% |
| All | +189.3% | +396.4% | -207.1% | +35.0% |
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