-21.7%
CCL vs SYF
+340.9%
-362.6%
-90.4%
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 | -5.0% | +2.4% | -7.4% | -6.9% |
| 30D | -20.3% | +0.8% | -21.2% | -20.9% |
| 3M | -15.1% | +13.4% | -28.5% | -23.6% |
| 6M | -15.1% | +16.3% | -31.5% | -24.5% |
| YTD | -21.8% | -3.0% | -18.8% | -20.1% |
| 1Y | -24.8% | +5.7% | -30.5% | -28.5% |
| 3Y | +51.9% | +160.1% | -108.2% | -34.5% |
| 5Y | +4.0% | +88.5% | -84.5% | -41.6% |
| 10Y | -42.2% | +263.1% | -305.3% | -80.6% |
| All | -21.7% | +340.9% | -362.6% | -74.9% |
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 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