+23.6%
SYY vs CRS
+1,363.4%
-1,339.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +3.9% | -6.8% | +10.7% | +4.7% |
| 30D | -1.7% | -16.1% | +14.4% | +0.1% |
| 3M | +5.2% | -21.2% | +26.3% | +7.6% |
| 6M | -0.2% | +8.7% | -8.9% | -2.1% |
| YTD | +15.4% | +41.0% | -25.6% | +9.6% |
| 1Y | +5.6% | +82.7% | -77.1% | -3.2% |
| 3Y | +28.9% | +604.8% | -575.9% | -9.1% |
| All | +23.6% | +1,363.4% | -1,339.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling