+351.8%
CCJ vs SYF
+89.0%
+262.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | +5.9% | +2.6% | +3.3% | +4.9% |
| 30D | +4.7% | 0.0% | +4.7% | +4.8% |
| 3M | -3.3% | +11.9% | -15.2% | -7.4% |
| 6M | -7.0% | +18.9% | -25.9% | -12.8% |
| YTD | +11.5% | -4.6% | +16.0% | +12.2% |
| 1Y | +32.3% | +6.4% | +25.9% | +28.0% |
| 3Y | +176.8% | +167.2% | +9.7% | +84.9% |
| 5Y | +351.8% | +92.3% | +259.4% | +247.1% |
| All | +351.8% | +89.0% | +262.8% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling