+86.7%
SYY vs CG
+278.5%
-191.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -4.8% | +11.2% | -16.0% | -8.1% |
| 3M | -7.1% | -22.1% | +15.0% | +0.2% |
| 6M | +6.8% | -17.9% | +24.7% | +12.3% |
| YTD | +7.7% | -31.3% | +39.0% | +18.7% |
| 1Y | +5.7% | -24.0% | +29.6% | +12.2% |
| 3Y | +24.6% | +45.0% | -20.4% | -5.3% |
| 5Y | +15.6% | -22.6% | +38.3% | +11.2% |
| All | +86.7% | +278.5% | -191.8% | -1.7% |
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