-46.0%
CLF vs SYY
+12.5%
-58.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +6.2% |
| 7D | -14.1% | -4.1% | -10.0% | -12.8% |
| 30D | -5.5% | +0.3% | -5.9% | -6.4% |
| 3M | 0.0% | -6.3% | +6.3% | +1.9% |
| 6M | +11.3% | +9.7% | +1.6% | +4.0% |
| YTD | -7.7% | +9.4% | -17.1% | -15.7% |
| 1Y | +17.5% | +7.3% | +10.3% | +8.5% |
| 3Y | -25.4% | +27.6% | -53.1% | -40.9% |
| 5Y | -46.0% | +12.5% | -58.5% | -54.0% |
| All | -46.0% | +12.5% | -58.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling