+111.5%
SYY vs CMS
+120.6%
-9.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +1.5% | -1.3% | +2.8% | +2.2% |
| 30D | -2.3% | -2.8% | +0.5% | -1.0% |
| 3M | +5.5% | -7.1% | +12.6% | +9.2% |
| 6M | -1.0% | -10.0% | +9.1% | +3.8% |
| YTD | +14.1% | -0.9% | +15.1% | +14.0% |
| 1Y | +5.6% | -2.0% | +7.6% | +5.9% |
| 3Y | +27.9% | +33.0% | -5.1% | +9.3% |
| 5Y | +22.7% | +24.3% | -1.5% | +6.4% |
| All | +111.5% | +120.6% | -9.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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