+317.1%
CCJ vs SYF
+299.1%
+18.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +3.7% | -3.6% | +7.3% | +4.9% |
| 30D | -13.7% | -1.7% | -12.0% | -13.2% |
| 3M | -24.7% | -7.8% | -16.9% | -22.7% |
| 6M | -38.1% | +3.4% | -41.5% | -39.0% |
| YTD | -18.8% | -12.2% | -6.6% | -16.0% |
| 1Y | -19.5% | -1.6% | -17.9% | -19.8% |
| 3Y | +75.9% | +157.8% | -81.9% | +25.3% |
| 5Y | +173.1% | +61.9% | +111.2% | +119.2% |
| 10Y | +813.5% | +180.0% | +633.4% | +488.5% |
| All | +317.1% | +299.1% | +18.0% | +144.2% |
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 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