+2,491.1%
CLS vs SYY
+1,104.2%
+1,387.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.4% | +8.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -30.1% | -2.2% | -27.9% | -30.0% |
| 3M | -21.7% | -8.0% | -13.7% | -19.8% |
| 6M | -36.2% | +7.5% | -43.7% | -39.4% |
| YTD | -17.8% | +7.4% | -25.3% | -22.1% |
| 1Y | -26.8% | +4.9% | -31.7% | -30.1% |
| 3Y | +853.4% | +24.1% | +829.3% | +713.1% |
| 5Y | +2,005.0% | +13.4% | +1,991.7% | +1,762.2% |
| 10Y | +1,929.4% | +87.5% | +1,841.9% | +1,291.5% |
| All | +2,491.1% | +1,104.2% | +1,387.0% | +827.6% |
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