+2,463.6%
CLS vs SYY
+1,106.7%
+1,357.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +16.3% | +0.3% | +16.0% | +16.1% |
| 30D | -25.7% | -4.8% | -20.9% | -24.7% |
| 3M | -30.9% | -7.1% | -23.8% | -29.5% |
| 6M | -35.5% | +6.8% | -42.3% | -38.6% |
| YTD | -18.7% | +7.7% | -26.4% | -23.1% |
| 1Y | -17.9% | +5.7% | -23.6% | -21.9% |
| 3Y | +838.1% | +24.6% | +813.5% | +698.4% |
| 5Y | +1,971.9% | +15.6% | +1,956.3% | +1,716.5% |
| 10Y | +1,907.9% | +87.9% | +1,819.9% | +1,274.9% |
| All | +2,463.6% | +1,106.7% | +1,357.0% | +816.5% |
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