+79.6%
CCJ vs SYF
+162.6%
-83.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | +2.7% | -4.3% | +7.0% | +4.2% |
| 30D | -14.4% | +1.0% | -15.4% | -14.7% |
| 3M | -22.6% | -6.4% | -16.2% | -20.9% |
| 6M | -35.4% | +1.0% | -36.4% | -35.9% |
| YTD | -17.6% | -10.7% | -6.9% | -15.4% |
| 1Y | -18.1% | +1.8% | -19.9% | -19.3% |
| 3Y | +79.6% | +165.8% | -86.3% | +60.9% |
| All | +79.6% | +162.6% | -83.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling