+465.4%
CCJ vs SYF
+340.9%
+124.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +6.9% | +0.8% | +6.0% | +6.7% |
| 3M | -11.6% | +13.4% | -25.0% | -15.3% |
| 6M | -16.2% | +16.3% | -32.6% | -20.3% |
| YTD | +10.1% | -3.0% | +13.1% | +10.3% |
| 1Y | +32.3% | +5.7% | +26.6% | +28.8% |
| 3Y | +171.3% | +160.1% | +11.2% | +92.3% |
| 5Y | +372.4% | +88.5% | +283.9% | +261.2% |
| 10Y | +1,070.0% | +263.1% | +807.0% | +584.8% |
| All | +465.4% | +340.9% | +124.5% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling