+13.4%
SYY vs CRL
-12.2%
+25.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | 0.0% | +5.0% | -5.0% | -0.6% |
| 30D | -2.2% | +13.5% | -15.8% | -4.2% |
| 3M | -8.0% | +21.5% | -29.6% | -10.8% |
| 6M | +7.5% | +103.4% | -95.9% | -3.2% |
| YTD | +7.4% | +71.8% | -64.4% | -1.6% |
| 1Y | +4.9% | +97.5% | -92.6% | -6.0% |
| 3Y | +24.1% | +99.2% | -75.2% | +6.7% |
| 5Y | +13.4% | -12.1% | +25.5% | +7.0% |
| All | +13.4% | -12.2% | +25.6% | +7.0% |
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