+3,682.3%
CLS vs SYY
+22.4%
+3,659.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +20.1% | -0.2% | +20.3% | +20.1% |
| 30D | +6.0% | -2.7% | +8.8% | +6.8% |
| 3M | -10.3% | +5.9% | -16.2% | -12.2% |
| 6M | +24.5% | -2.3% | +26.8% | +24.4% |
| YTD | +12.9% | +13.1% | -0.2% | +8.0% |
| 1Y | +36.7% | +3.8% | +32.9% | +33.6% |
| 3Y | +1,328.1% | +26.7% | +1,301.4% | +1,114.7% |
| 5Y | +3,682.3% | +19.4% | +3,662.9% | +3,126.8% |
| All | +3,682.3% | +22.4% | +3,659.9% | +3,126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling