+5,760.6%
CRM vs SYY
+317.8%
+5,442.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -4.4% | +3.9% | -8.4% | -6.0% |
| 30D | +28.1% | -1.7% | +29.9% | +28.9% |
| 3M | +48.8% | +5.2% | +43.7% | +45.5% |
| 6M | +28.3% | -0.2% | +28.5% | +26.3% |
| YTD | -6.0% | +15.4% | -21.4% | -14.0% |
| 1Y | +1.4% | +5.6% | -4.2% | -3.7% |
| 3Y | +11.8% | +28.9% | -17.0% | -5.0% |
| 5Y | -2.0% | +24.1% | -26.1% | -15.6% |
| 10Y | +239.6% | +116.2% | +123.4% | +85.6% |
| All | +5,760.6% | +317.8% | +5,442.8% | +1,662.4% |
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