+61.7%
SYY vs CLBK
+67.9%
-6.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.8% |
| 30D | -4.9% | +9.1% | -14.1% | -8.2% |
| 3M | +8.4% | +27.7% | -19.3% | -1.9% |
| 6M | -7.4% | +40.8% | -48.2% | -19.5% |
| YTD | +11.0% | +66.4% | -55.4% | -10.3% |
| 1Y | -0.2% | +72.4% | -72.6% | -21.1% |
| 3Y | +23.8% | +50.7% | -26.9% | -1.2% |
| 5Y | +18.1% | +42.9% | -24.8% | -14.0% |
| All | +61.7% | +67.9% | -6.2% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling