+27.6%
CL vs SYY
+3.6%
+24.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +9.5% | -3.5% | +13.0% | +10.4% |
| 3M | +6.6% | -9.3% | +16.0% | +8.8% |
| 6M | +13.2% | +5.9% | +7.3% | +12.7% |
| YTD | +26.9% | +6.5% | +20.4% | +19.9% |
| 1Y | +27.6% | +4.0% | +23.6% | +23.0% |
| All | +27.6% | +3.6% | +24.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling