+24.6%
CLF vs SYY
+6.3%
+18.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | -9.1% | +4.7% | -13.8% | -8.8% |
| 30D | -0.9% | -0.7% | -0.3% | -1.2% |
| 3M | +3.0% | -6.8% | +9.7% | +3.2% |
| 6M | +16.7% | +8.6% | +8.1% | +13.6% |
| YTD | -3.2% | +8.4% | -11.6% | -9.0% |
| 1Y | +24.6% | +7.1% | +17.5% | +16.6% |
| All | +24.6% | +6.3% | +18.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling