+32.3%
CCJ vs SYF
+7.1%
+25.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +2.4% | -1.7% | -0.2% |
| 30D | +6.9% | +0.8% | +6.0% | +6.5% |
| 3M | -11.6% | +13.4% | -25.0% | -16.0% |
| 6M | -16.2% | +16.3% | -32.6% | -20.6% |
| YTD | +10.1% | -3.0% | +13.1% | +9.0% |
| 1Y | +32.3% | +5.7% | +26.6% | +30.5% |
| All | +32.3% | +7.1% | +25.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling