+318.1%
SYY vs CG
+351.2%
-33.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | -2.3% | -4.3% | +2.0% | -1.2% |
| 30D | -4.9% | -5.1% | +0.1% | -3.8% |
| 3M | +8.4% | +8.7% | -0.3% | +5.2% |
| 6M | -7.4% | -9.2% | +1.9% | -5.9% |
| YTD | +11.0% | -18.9% | +29.8% | +15.7% |
| 1Y | -0.2% | -25.6% | +25.4% | +6.1% |
| 3Y | +23.8% | +57.3% | -33.5% | -1.4% |
| 5Y | +18.1% | +10.2% | +8.0% | +1.5% |
| 10Y | +94.6% | +364.2% | -269.6% | +14.4% |
| All | +318.1% | +351.2% | -33.1% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling