+4,136.2%
SYY vs CHD
+11,766.8%
-7,630.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +0.3% | +3.6% | -3.3% | -0.4% |
| 30D | -4.8% | +10.4% | -15.2% | -6.8% |
| 3M | -7.1% | +12.2% | -19.2% | -9.3% |
| 6M | +6.8% | +19.9% | -13.1% | +2.6% |
| YTD | +7.7% | +36.4% | -28.8% | +0.5% |
| 1Y | +5.7% | +35.1% | -29.4% | -1.1% |
| 3Y | +24.6% | +29.2% | -4.6% | +17.3% |
| 5Y | +15.6% | +33.4% | -17.8% | +7.7% |
| 10Y | +87.9% | +195.0% | -107.1% | +46.7% |
| All | +4,136.2% | +11,766.8% | -7,630.7% | +1,651.3% |
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