+315.0%
SYY vs CF
+5,315.1%
-5,000.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -7.3% | -3.2% | -4.1% | -6.8% |
| 30D | +0.1% | +4.3% | -4.2% | -0.7% |
| 3M | -8.2% | +2.8% | -11.0% | -9.0% |
| 6M | +6.3% | +0.6% | +5.6% | +5.4% |
| YTD | +7.3% | +56.6% | -49.3% | -2.6% |
| 1Y | +8.5% | +49.6% | -41.1% | -0.9% |
| 3Y | +24.9% | +61.5% | -36.6% | +10.6% |
| 5Y | +8.0% | +124.0% | -115.9% | -13.0% |
| 10Y | +107.2% | +573.2% | -466.0% | +36.6% |
| All | +315.0% | +5,315.1% | -5,000.1% | +98.5% |
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