-1.0%
CCL vs SYF
+306.8%
-307.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +3.1% | -2.1% | +5.3% | +5.1% |
| 30D | +13.7% | +2.5% | +11.2% | +11.4% |
| 3M | +3.8% | -6.3% | +10.1% | +9.3% |
| 6M | +9.3% | -1.5% | +10.7% | +10.3% |
| YTD | -1.1% | -10.5% | +9.4% | +7.8% |
| 1Y | +14.6% | +1.5% | +13.0% | +12.7% |
| 3Y | +146.4% | +163.3% | -16.9% | +5.0% |
| 5Y | +21.9% | +66.8% | -44.9% | -24.1% |
| 10Y | -29.4% | +228.5% | -257.9% | -74.6% |
| All | -1.0% | +306.8% | -307.8% | -66.2% |
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