+37.6%
CL vs SYY
+24.3%
+13.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.8% |
| 7D | +1.3% | -7.3% | +8.6% | +3.5% |
| 30D | +11.4% | +0.1% | +11.3% | +11.2% |
| 3M | +4.4% | -8.2% | +12.7% | +7.0% |
| 6M | +10.8% | +6.3% | +4.5% | +8.7% |
| YTD | +25.1% | +7.3% | +17.8% | +20.1% |
| 1Y | +28.0% | +8.5% | +19.5% | +22.4% |
| 3Y | +37.6% | +24.9% | +12.7% | +32.0% |
| All | +37.6% | +24.3% | +13.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling