+113.8%
SYY vs CLX
-3.7%
+117.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +3.9% | -5.7% | +9.6% | +5.1% |
| 30D | -1.7% | -17.0% | +15.3% | +1.7% |
| 3M | +5.2% | -9.7% | +14.9% | +6.9% |
| 6M | -0.2% | -19.8% | +19.6% | +3.5% |
| YTD | +15.4% | -9.8% | +25.2% | +17.0% |
| 1Y | +5.6% | -26.2% | +31.8% | +10.9% |
| 3Y | +28.9% | -36.2% | +65.1% | +38.3% |
| 5Y | +24.1% | -38.3% | +62.4% | +32.0% |
| All | +113.8% | -3.7% | +117.5% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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