+12.5%
SYY vs CNH
-6.4%
+18.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.9% | -8.9% | -0.1% |
| 7D | -4.1% | +8.6% | -12.7% | -5.7% |
| 30D | +0.3% | +12.6% | -12.2% | -2.1% |
| 3M | -6.3% | +17.5% | -23.9% | -10.0% |
| 6M | +9.7% | +18.1% | -8.4% | +4.7% |
| YTD | +9.4% | +40.4% | -30.9% | +0.3% |
| 1Y | +7.3% | +34.0% | -26.7% | -0.9% |
| 3Y | +27.6% | +35.3% | -7.6% | +13.9% |
| 5Y | +12.5% | -5.1% | +17.6% | +6.2% |
| All | +12.5% | -6.4% | +18.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling