+111.5%
SYY vs CG
+321.9%
-210.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.7% |
| 7D | +1.5% | -9.8% | +11.3% | +4.8% |
| 30D | -2.3% | -10.3% | +8.0% | +0.8% |
| 3M | +5.5% | -1.7% | +7.2% | +5.1% |
| 6M | -1.0% | -9.8% | +8.9% | +0.8% |
| YTD | +14.1% | -25.6% | +39.7% | +23.0% |
| 1Y | +5.6% | -32.5% | +38.1% | +16.9% |
| 3Y | +27.9% | +45.6% | -17.8% | -1.9% |
| 5Y | +22.7% | +3.7% | +19.1% | +2.8% |
| All | +111.5% | +321.9% | -210.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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