+87.4%
SYY vs CF
+546.3%
-458.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +0.3% | +6.9% | -6.6% | -1.5% |
| 3M | -6.3% | +4.8% | -11.2% | -7.9% |
| 6M | +9.7% | +4.7% | +5.0% | +7.2% |
| YTD | +9.4% | +56.5% | -47.0% | -6.3% |
| 1Y | +7.3% | +48.4% | -41.1% | -7.0% |
| 3Y | +27.6% | +59.1% | -31.5% | +4.6% |
| 5Y | +12.5% | +109.5% | -97.0% | -23.6% |
| 10Y | +87.4% | +487.0% | -399.5% | -10.2% |
| All | +87.4% | +546.3% | -458.9% | -10.2% |
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