+87.5%
SYY vs CNH
+113.9%
-26.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | 0.0% | +6.7% | -6.7% | -2.3% |
| 30D | -2.2% | +7.2% | -9.4% | -4.8% |
| 3M | -8.0% | +17.5% | -25.5% | -14.2% |
| 6M | +7.5% | +15.0% | -7.5% | -0.1% |
| YTD | +7.4% | +36.8% | -29.3% | -6.9% |
| 1Y | +4.9% | +27.6% | -22.8% | -7.1% |
| 3Y | +24.1% | +34.3% | -10.2% | +2.1% |
| 5Y | +13.4% | -12.2% | +25.6% | +6.1% |
| 10Y | +87.5% | +113.9% | -26.3% | +15.2% |
| All | +87.5% | +113.9% | -26.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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