+30.0%
CCJ vs SYF
+4.8%
+25.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | +3.2% | -1.1% | +4.3% | +3.7% |
| 3M | -1.8% | +7.4% | -9.2% | -4.7% |
| 6M | -13.5% | +16.2% | -29.8% | -17.8% |
| YTD | +9.7% | -6.1% | +15.9% | +10.1% |
| 1Y | +30.0% | +3.4% | +26.6% | +28.2% |
| All | +30.0% | +4.8% | +25.2% | +28.2% |
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