+111.5%
SYY vs CRL
+249.3%
-137.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +1.5% | -6.9% | +8.5% | +3.3% |
| 30D | -2.3% | -3.2% | +0.9% | -1.6% |
| 3M | +5.5% | +46.5% | -41.1% | -4.7% |
| 6M | -1.0% | +63.1% | -64.1% | -13.8% |
| YTD | +14.1% | +36.9% | -22.7% | +3.3% |
| 1Y | +5.6% | +78.1% | -72.6% | -11.7% |
| 3Y | +27.9% | +36.7% | -8.8% | +8.4% |
| 5Y | +22.7% | -38.1% | +60.8% | +35.0% |
| All | +111.5% | +249.3% | -137.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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