+127.6%
CLF vs SYY
+102.5%
+25.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.8% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -3.2% | -2.7% | -0.5% | -1.8% |
| 3M | -5.0% | +5.9% | -10.8% | -8.5% |
| 6M | +26.6% | -2.3% | +28.9% | +25.9% |
| YTD | -9.0% | +13.1% | -22.1% | -17.5% |
| 1Y | +11.8% | +3.8% | +8.1% | +6.2% |
| 3Y | -15.1% | +26.7% | -41.8% | -30.0% |
| 5Y | -48.2% | +19.4% | -67.6% | -55.9% |
| 10Y | +127.6% | +112.0% | +15.6% | +29.6% |
| All | +127.6% | +102.5% | +25.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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