+40.8%
CL vs SYF
+63.1%
-22.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.2% |
| 7D | +2.6% | -4.2% | +6.8% | +2.7% |
| 30D | +11.8% | -1.1% | +12.8% | +11.8% |
| 3M | +5.9% | -7.9% | +13.8% | +6.1% |
| 6M | +13.3% | -1.1% | +14.4% | +13.3% |
| YTD | +27.1% | -12.6% | +39.7% | +27.4% |
| 1Y | +28.0% | -2.4% | +30.4% | +27.9% |
| 3Y | +39.4% | +156.6% | -117.2% | +30.6% |
| 5Y | +40.8% | +61.9% | -21.1% | +35.6% |
| All | +40.8% | +63.1% | -22.4% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling