+682.1%
SYY vs CRL
+1,339.8%
-657.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.3% | +5.0% | -10.2% | -6.2% |
| 3M | +5.1% | +50.6% | -45.5% | -3.2% |
| 6M | -5.0% | +60.9% | -65.9% | -14.2% |
| YTD | +10.7% | +40.7% | -30.0% | +2.1% |
| 1Y | +0.7% | +73.3% | -72.6% | -11.3% |
| 3Y | +24.0% | +40.6% | -16.5% | +9.4% |
| 5Y | +19.3% | -37.0% | +56.3% | +20.9% |
| 10Y | +96.4% | +244.3% | -147.9% | +40.7% |
| All | +682.1% | +1,339.8% | -657.7% | +362.1% |
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