+3,231.7%
CLS vs SYY
+1,144.0%
+2,087.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +4.6% | -2.3% | +6.9% | +5.5% |
| 30D | -13.9% | -4.9% | -9.0% | -12.2% |
| 3M | -26.6% | +8.4% | -34.9% | -29.6% |
| 6M | +15.4% | -7.4% | +22.8% | +17.9% |
| YTD | +5.7% | +11.0% | -5.3% | -0.3% |
| 1Y | +41.1% | -0.2% | +41.3% | +38.2% |
| 3Y | +1,228.6% | +23.8% | +1,204.8% | +1,045.9% |
| 5Y | +3,240.6% | +18.1% | +3,222.5% | +2,832.4% |
| 10Y | +2,760.3% | +94.6% | +2,665.8% | +1,845.4% |
| All | +3,231.7% | +1,144.0% | +2,087.8% | +1,088.3% |
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