-13.3%
CLF vs SYY
+26.8%
-40.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +7.6% | -2.3% | +9.9% | +8.2% |
| 30D | -1.2% | -4.9% | +3.8% | 0.0% |
| 3M | -13.4% | +8.4% | -21.8% | -15.7% |
| 6M | +15.4% | -7.4% | +22.8% | +17.2% |
| YTD | -5.9% | +11.0% | -16.9% | -10.8% |
| 1Y | +18.8% | -0.2% | +19.1% | +16.7% |
| All | -13.3% | +26.8% | -40.1% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling