+68.1%
SYY vs CLBK
+65.5%
+2.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.9% | -1.5% | +5.4% | +4.5% |
| 30D | -1.7% | -1.0% | -0.7% | -1.4% |
| 3M | +5.2% | +22.9% | -17.7% | -3.4% |
| 6M | -0.2% | +44.2% | -44.4% | -14.1% |
| YTD | +15.4% | +64.0% | -48.6% | -6.2% |
| 1Y | +5.6% | +65.7% | -60.1% | -15.1% |
| 3Y | +28.9% | +54.1% | -25.2% | +1.4% |
| 5Y | +24.1% | +44.7% | -20.6% | -11.2% |
| All | +68.1% | +65.5% | +2.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling