+112.0%
SYY vs CNH
+157.1%
-45.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.4% |
| 7D | -0.2% | +1.8% | -2.1% | -1.0% |
| 30D | -2.7% | +32.6% | -35.4% | -12.2% |
| 3M | +5.9% | +29.4% | -23.5% | -4.4% |
| 6M | -2.3% | +26.0% | -28.3% | -11.6% |
| YTD | +13.1% | +52.2% | -39.1% | -4.7% |
| 1Y | +3.8% | +23.9% | -20.1% | -6.4% |
| 3Y | +26.7% | +10.1% | +16.6% | +14.5% |
| 5Y | +19.4% | +13.2% | +6.3% | +1.0% |
| 10Y | +112.0% | +160.7% | -48.7% | +13.5% |
| All | +112.0% | +157.1% | -45.1% | +13.5% |
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