+89.6%
CL vs SYF
+178.4%
-88.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +3.2% | -2.0% | +5.2% | +3.4% |
| 30D | +8.0% | +1.2% | +6.8% | +7.9% |
| 3M | +7.9% | -9.4% | +17.2% | +8.8% |
| 6M | +14.7% | +4.4% | +10.3% | +14.1% |
| YTD | +29.2% | -11.9% | +41.1% | +30.2% |
| 1Y | +29.5% | -0.4% | +29.9% | +29.0% |
| 3Y | +40.7% | +159.6% | -118.9% | +23.0% |
| 5Y | +43.9% | +60.9% | -17.0% | +31.8% |
| All | +89.6% | +178.4% | -88.8% | +54.0% |
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