+76.3%
CL vs SYY
+92.1%
-15.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.0% |
| 7D | +0.5% | -4.1% | +4.6% | +1.4% |
| 30D | +11.6% | +0.3% | +11.3% | +11.4% |
| 3M | +5.6% | -6.3% | +12.0% | +7.0% |
| 6M | +13.2% | +9.7% | +3.5% | +10.8% |
| YTD | +26.9% | +9.4% | +17.5% | +23.5% |
| 1Y | +27.3% | +7.3% | +20.1% | +24.4% |
| 3Y | +39.7% | +27.6% | +12.1% | +31.2% |
| 5Y | +41.3% | +12.5% | +28.8% | +35.2% |
| 10Y | +76.3% | +87.4% | -11.1% | +47.1% |
| All | +76.3% | +92.1% | -15.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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