+2,005.0%
CLS vs SYY
+12.2%
+1,992.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.4% | +8.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -30.1% | -2.2% | -27.9% | -30.1% |
| 3M | -21.7% | -8.0% | -13.7% | -20.6% |
| 6M | -36.2% | +7.5% | -43.7% | -38.6% |
| YTD | -17.8% | +7.4% | -25.3% | -20.6% |
| 1Y | -26.8% | +4.9% | -31.7% | -29.0% |
| 3Y | +853.4% | +24.1% | +829.3% | +705.9% |
| 5Y | +2,005.0% | +13.4% | +1,991.7% | +1,752.7% |
| All | +2,005.0% | +12.2% | +1,992.9% | +1,752.7% |
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 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