+4,350.1%
SYY vs CRS
+9,806.3%
-5,456.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -2.7% | -18.1% | +15.4% | +0.9% |
| 3M | +5.9% | -12.4% | +18.3% | +8.0% |
| 6M | -2.3% | +15.9% | -18.3% | -6.3% |
| YTD | +13.1% | +45.8% | -32.7% | +3.3% |
| 1Y | +3.8% | +87.8% | -84.0% | -10.7% |
| 3Y | +26.7% | +648.7% | -622.0% | -21.8% |
| 5Y | +19.4% | +1,416.6% | -1,397.2% | -38.8% |
| 10Y | +112.0% | +1,412.7% | -1,300.7% | +0.9% |
| All | +4,350.1% | +9,806.3% | -5,456.2% | +1,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling