+9.3%
SYY vs CF
+120.6%
-111.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -7.3% | -3.2% | -4.1% | -7.1% |
| 30D | +0.1% | +4.3% | -4.2% | -0.2% |
| 3M | -8.2% | +2.8% | -11.0% | -8.5% |
| 6M | +6.3% | +0.6% | +5.6% | +6.0% |
| YTD | +7.3% | +56.6% | -49.3% | +2.2% |
| 1Y | +8.5% | +49.6% | -41.1% | +3.7% |
| 3Y | +24.9% | +61.5% | -36.6% | +16.7% |
| All | +9.3% | +120.6% | -111.3% | -7.8% |
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