+53.4%
CL vs SYY
+94.9%
-41.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | -2.8% | +1.4% | -0.7% |
| 30D | -5.2% | -5.3% | +0.1% | -4.1% |
| 3M | +3.3% | +5.1% | -1.8% | +2.2% |
| 6M | -4.4% | -5.0% | +0.6% | -3.7% |
| YTD | +13.9% | +10.7% | +3.2% | +10.6% |
| 1Y | +7.6% | +0.7% | +7.0% | +6.8% |
| 3Y | +29.6% | +24.0% | +5.5% | +22.4% |
| 5Y | +28.1% | +19.3% | +8.8% | +21.0% |
| 10Y | +53.4% | +96.4% | -43.0% | +30.7% |
| All | +53.4% | +94.9% | -41.5% | +30.7% |
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