+4,255.7%
SYY vs CLX
+2,347.6%
+1,908.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -2.8% | -3.5% | +0.8% | -1.8% |
| 30D | -5.3% | -11.9% | +6.6% | -2.2% |
| 3M | +5.1% | -2.6% | +7.7% | +5.5% |
| 6M | -5.0% | -18.2% | +13.2% | -0.6% |
| YTD | +10.7% | -5.9% | +16.6% | +11.5% |
| 1Y | +0.7% | -23.8% | +24.5% | +7.1% |
| 3Y | +24.0% | -33.6% | +57.6% | +35.8% |
| 5Y | +19.3% | -35.7% | +55.0% | +29.5% |
| 10Y | +96.4% | -2.5% | +98.9% | +79.7% |
| All | +4,255.7% | +2,347.6% | +1,908.1% | +1,158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling