+696.9%
CLF vs SYY
+4,458.5%
-3,761.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.4% |
| 7D | +7.6% | -2.3% | +9.9% | +8.7% |
| 30D | -1.2% | -4.9% | +3.8% | +1.1% |
| 3M | -13.4% | +8.4% | -21.8% | -17.2% |
| 6M | +15.4% | -7.4% | +22.8% | +18.0% |
| YTD | -5.9% | +11.0% | -16.9% | -12.4% |
| 1Y | +18.8% | -0.2% | +19.1% | +16.2% |
| 3Y | -19.4% | +23.8% | -43.2% | -30.2% |
| 5Y | -47.7% | +18.1% | -65.9% | -53.7% |
| 10Y | +130.4% | +94.6% | +35.8% | +55.0% |
| All | +696.9% | +4,458.5% | -3,761.7% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling