+14.3%
SYY vs CF
+117.5%
-103.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +1.3% | +5.4% | -4.0% | +1.0% |
| 30D | -3.5% | +6.5% | -10.1% | -3.9% |
| 3M | -9.3% | +4.6% | -14.0% | -9.7% |
| 6M | +5.9% | -3.3% | +9.2% | +6.0% |
| YTD | +6.5% | +63.9% | -57.4% | +1.0% |
| 1Y | +4.0% | +50.4% | -46.4% | -0.6% |
| 3Y | +23.0% | +68.2% | -45.3% | +14.5% |
| 5Y | +14.3% | +113.8% | -99.5% | -3.3% |
| All | +14.3% | +117.5% | -103.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling