+95.1%
SYY vs CF
+575.3%
-480.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.5% |
| 7D | -2.3% | +6.0% | -8.3% | -3.7% |
| 30D | -4.9% | +14.8% | -19.8% | -8.3% |
| 3M | +8.4% | +14.1% | -5.7% | +4.4% |
| 6M | -7.4% | +28.5% | -35.9% | -15.3% |
| YTD | +11.0% | +74.9% | -64.0% | -7.0% |
| 1Y | -0.2% | +61.7% | -61.9% | -14.9% |
| 3Y | +23.8% | +80.3% | -56.6% | -1.4% |
| 5Y | +18.1% | +226.0% | -207.8% | -30.9% |
| All | +95.1% | +575.3% | -480.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling