+21.6%
SYY vs CLX
-36.6%
+58.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | +1.1% |
| 30D | -2.7% | -15.8% | +13.1% | +1.7% |
| 3M | +5.9% | -7.9% | +13.8% | +7.8% |
| 6M | -2.3% | -19.0% | +16.7% | +2.7% |
| YTD | +13.1% | -7.9% | +21.0% | +14.6% |
| 1Y | +3.8% | -25.4% | +29.1% | +11.3% |
| 3Y | +26.7% | -35.0% | +61.7% | +40.2% |
| All | +21.6% | -36.6% | +58.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling