+329.2%
SYY vs CF
+5,948.3%
-5,619.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.7% |
| 7D | -2.3% | +6.0% | -8.3% | -3.3% |
| 30D | -4.9% | +14.8% | -19.8% | -7.2% |
| 3M | +8.4% | +14.1% | -5.7% | +5.7% |
| 6M | -7.4% | +28.5% | -35.9% | -12.6% |
| YTD | +11.0% | +74.9% | -64.0% | -0.9% |
| 1Y | -0.2% | +61.7% | -61.9% | -9.9% |
| 3Y | +23.8% | +80.3% | -56.6% | +7.6% |
| 5Y | +18.1% | +226.0% | -207.8% | -11.1% |
| 10Y | +94.6% | +569.9% | -475.3% | +27.7% |
| All | +329.2% | +5,948.3% | -5,619.1% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling