+113.8%
SYY vs CRS
+1,392.1%
-1,278.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +3.9% | -6.8% | +10.7% | +5.8% |
| 30D | -1.7% | -16.1% | +14.4% | +2.5% |
| 3M | +5.2% | -21.2% | +26.3% | +10.8% |
| 6M | -0.2% | +8.7% | -8.9% | -4.1% |
| YTD | +15.4% | +41.0% | -25.6% | +2.9% |
| 1Y | +5.6% | +82.7% | -77.1% | -13.3% |
| 3Y | +28.9% | +604.8% | -575.9% | -35.0% |
| 5Y | +24.1% | +1,384.7% | -1,360.6% | -54.9% |
| All | +113.8% | +1,392.1% | -1,278.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling