+9.3%
SYY vs CMS
+32.6%
-23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.0% |
| 7D | -7.3% | -1.3% | -6.0% | -6.8% |
| 30D | +0.1% | +6.3% | -6.2% | -2.3% |
| 3M | -8.2% | -2.1% | -6.2% | -7.5% |
| 6M | +6.3% | -5.1% | +11.4% | +8.4% |
| YTD | +7.3% | +1.3% | +6.1% | +6.3% |
| 1Y | +8.5% | -1.4% | +9.9% | +8.6% |
| 3Y | +24.9% | +36.9% | -12.0% | +9.9% |
| All | +9.3% | +32.6% | -23.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling