+1,099.7%
CCJ vs SYF
+257.7%
+842.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +4.2% | -1.3% | +5.5% | +4.6% |
| 30D | +3.2% | -1.1% | +4.3% | +3.6% |
| 3M | -1.8% | +7.4% | -9.2% | -4.2% |
| 6M | -13.5% | +16.2% | -29.8% | -17.7% |
| YTD | +9.7% | -6.1% | +15.9% | +11.1% |
| 1Y | +30.0% | +3.4% | +26.6% | +27.6% |
| 3Y | +172.6% | +162.9% | +9.7% | +94.4% |
| 5Y | +342.9% | +85.6% | +257.4% | +243.0% |
| 10Y | +1,099.7% | +262.7% | +837.0% | +642.9% |
| All | +1,099.7% | +257.7% | +842.0% | +642.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling