+659.0%
SYY vs CRL
+1,657.4%
-998.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | 0.0% | +5.0% | -5.0% | -0.9% |
| 30D | -2.2% | +13.5% | -15.8% | -5.0% |
| 3M | -8.0% | +21.5% | -29.6% | -12.0% |
| 6M | +7.5% | +103.4% | -95.9% | -7.3% |
| YTD | +7.4% | +71.8% | -64.4% | -5.2% |
| 1Y | +4.9% | +97.5% | -92.6% | -10.1% |
| 3Y | +24.1% | +99.2% | -75.2% | +1.7% |
| 5Y | +13.4% | -12.1% | +25.5% | +7.3% |
| 10Y | +87.5% | +359.2% | -271.6% | +27.0% |
| All | +659.0% | +1,657.4% | -998.4% | +329.3% |
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