-41.0%
CCL vs SYF
+259.8%
-300.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | +0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -2.4% |
| 30D | -20.0% | 0.0% | -20.0% | -20.0% |
| 3M | -13.7% | +11.9% | -25.6% | -21.8% |
| 6M | -9.0% | +18.9% | -27.9% | -21.1% |
| YTD | -22.8% | -4.6% | -18.2% | -20.0% |
| 1Y | -25.3% | +6.4% | -31.7% | -29.6% |
| 3Y | +54.1% | +167.2% | -113.1% | -38.7% |
| 5Y | +3.5% | +92.3% | -88.9% | -45.4% |
| 10Y | -41.0% | +263.2% | -304.2% | -80.9% |
| All | -41.0% | +259.8% | -300.8% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling