+100.4%
CCI vs SYF
+297.4%
-196.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +3.2% | -4.2% | +7.4% | +3.9% |
| 30D | +12.2% | -1.1% | +13.3% | +12.3% |
| 3M | +23.1% | -7.9% | +31.0% | +24.5% |
| 6M | +1.3% | -1.1% | +2.4% | +0.9% |
| YTD | +4.5% | -12.6% | +17.1% | +5.9% |
| 1Y | +2.3% | -2.4% | +4.7% | +1.7% |
| 3Y | +9.8% | +156.6% | -146.8% | -11.9% |
| 5Y | -36.5% | +61.9% | -98.4% | -45.5% |
| 10Y | +64.7% | +186.5% | -121.8% | +14.0% |
| All | +100.4% | +297.4% | -196.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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