+5,315.6%
CL vs SYY
+4,308.1%
+1,007.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.8% |
| 7D | +1.3% | -7.3% | +8.6% | +3.4% |
| 30D | +11.4% | +0.1% | +11.3% | +11.2% |
| 3M | +4.4% | -8.2% | +12.7% | +6.9% |
| 6M | +10.8% | +6.3% | +4.5% | +8.6% |
| YTD | +25.1% | +7.3% | +17.8% | +21.3% |
| 1Y | +28.0% | +8.5% | +19.5% | +23.7% |
| 3Y | +37.6% | +24.9% | +12.7% | +26.9% |
| 5Y | +39.7% | +8.0% | +31.7% | +32.6% |
| 10Y | +75.8% | +107.2% | -31.4% | +25.4% |
| All | +5,315.6% | +4,308.1% | +1,007.6% | +1,239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling