-47.0%
CLF vs SYY
+18.1%
-65.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.5% | -2.8% | +9.3% | +7.9% |
| 30D | +0.2% | -5.3% | +5.5% | +2.7% |
| 3M | -3.1% | +5.1% | -8.2% | -5.9% |
| 6M | +25.0% | -5.0% | +30.0% | +26.4% |
| YTD | -7.5% | +10.7% | -18.2% | -14.7% |
| 1Y | +11.5% | +0.7% | +10.8% | +8.1% |
| 3Y | -13.7% | +24.0% | -37.7% | -28.5% |
| 5Y | -47.0% | +19.3% | -66.3% | -56.5% |
| All | -47.0% | +18.1% | -65.0% | -56.5% |
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