+660.6%
SYY vs CRL
+1,633.2%
-972.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -4.8% | +11.9% | -16.7% | -7.2% |
| 3M | -7.1% | +20.2% | -27.2% | -10.9% |
| 6M | +6.8% | +107.5% | -100.7% | -8.2% |
| YTD | +7.7% | +69.4% | -61.8% | -4.8% |
| 1Y | +5.7% | +99.7% | -94.1% | -9.6% |
| 3Y | +24.6% | +98.8% | -74.2% | +2.1% |
| 5Y | +15.6% | -12.4% | +28.1% | +9.4% |
| 10Y | +87.9% | +352.9% | -264.9% | +27.6% |
| All | +660.6% | +1,633.2% | -972.6% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling