+27.5%
SYY vs CLX
-35.7%
+63.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | +1.5% | -5.9% | +7.4% | +3.3% |
| 30D | -2.3% | -17.0% | +14.7% | +3.2% |
| 3M | +5.5% | -9.6% | +15.1% | +8.2% |
| 6M | -1.0% | -21.5% | +20.6% | +6.3% |
| YTD | +14.1% | -8.8% | +22.9% | +15.9% |
| 1Y | +5.6% | -24.7% | +30.2% | +14.7% |
| All | +27.5% | -35.7% | +63.2% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling