+4,255.7%
SYY vs CHD
+10,010.3%
-5,754.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.2% |
| 7D | -2.8% | -2.9% | +0.1% | -2.2% |
| 30D | -5.3% | -6.2% | +0.9% | -4.0% |
| 3M | +5.1% | +1.6% | +3.5% | +4.6% |
| 6M | -5.0% | -3.5% | -1.5% | -4.4% |
| YTD | +10.7% | +16.2% | -5.5% | +7.0% |
| 1Y | +0.7% | +3.4% | -2.7% | -0.4% |
| 3Y | +24.0% | +4.6% | +19.4% | +22.0% |
| 5Y | +19.3% | +21.1% | -1.9% | +13.4% |
| 10Y | +96.4% | +126.5% | -30.1% | +61.8% |
| All | +4,255.7% | +10,010.3% | -5,754.6% | +1,763.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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