+84.6%
SYY vs CMS
+136.3%
-51.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +2.0% |
| 30D | -3.5% | +5.3% | -8.8% | -5.9% |
| 3M | -9.3% | -0.3% | -9.0% | -9.2% |
| 6M | +5.9% | -4.0% | +10.0% | +7.9% |
| YTD | +6.5% | +2.1% | +4.3% | +4.8% |
| 1Y | +4.0% | -4.7% | +8.7% | +5.9% |
| 3Y | +23.0% | +36.8% | -13.8% | +3.8% |
| 5Y | +14.3% | +34.9% | -20.5% | -4.8% |
| All | +84.6% | +136.3% | -51.7% | +28.3% |
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