-25.4%
CLF vs SYY
+26.4%
-51.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +6.7% |
| 7D | -14.1% | -4.1% | -10.0% | -13.5% |
| 30D | -5.5% | +0.3% | -5.9% | -6.0% |
| 3M | 0.0% | -6.3% | +6.3% | +1.0% |
| 6M | +11.3% | +9.7% | +1.6% | +7.0% |
| YTD | -7.7% | +9.4% | -17.1% | -12.7% |
| 1Y | +17.5% | +7.3% | +10.3% | +11.8% |
| 3Y | -25.4% | +27.6% | -53.1% | -36.4% |
| All | -25.4% | +26.4% | -51.8% | -36.4% |
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