+19.4%
SYY vs CRL
-37.6%
+57.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | -0.2% | -4.6% | +4.4% | +0.4% |
| 30D | -2.7% | +0.5% | -3.2% | -2.8% |
| 3M | +5.9% | +46.6% | -40.7% | +0.4% |
| 6M | -2.3% | +57.3% | -59.6% | -8.7% |
| YTD | +13.1% | +39.5% | -26.4% | +7.1% |
| 1Y | +3.8% | +76.9% | -73.1% | -5.4% |
| 3Y | +26.7% | +39.4% | -12.6% | +16.1% |
| 5Y | +19.4% | -37.2% | +56.6% | +14.9% |
| All | +19.4% | -37.6% | +57.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling