+3.1%
CCL vs SYF
+305.8%
-302.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | +3.1% | -4.3% | +7.3% | +6.8% |
| 30D | +17.5% | +1.0% | +16.5% | +16.6% |
| 3M | +6.8% | -6.4% | +13.2% | +12.6% |
| 6M | +18.7% | +1.0% | +17.7% | +17.4% |
| YTD | +3.0% | -10.7% | +13.8% | +12.5% |
| 1Y | +17.7% | +1.8% | +16.0% | +15.6% |
| 3Y | +155.6% | +165.8% | -10.2% | +8.0% |
| 5Y | +30.2% | +65.9% | -35.7% | -18.7% |
| 10Y | -28.5% | +206.0% | -234.5% | -73.5% |
| All | +3.1% | +305.8% | -302.7% | -64.7% |
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