+107.3%
CL vs SYF
+308.6%
-201.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +5.9% | -3.8% | +9.7% | +6.3% |
| 30D | +13.8% | +2.6% | +11.1% | +13.4% |
| 3M | +6.4% | -6.5% | +12.9% | +7.0% |
| 6M | +15.6% | +0.8% | +14.8% | +15.3% |
| YTD | +27.9% | -10.1% | +38.0% | +28.7% |
| 1Y | +31.4% | +0.8% | +30.6% | +30.6% |
| 3Y | +41.4% | +158.8% | -117.4% | +23.5% |
| 5Y | +42.8% | +67.5% | -24.7% | +29.9% |
| 10Y | +79.7% | +230.0% | -150.3% | +39.7% |
| All | +107.3% | +308.6% | -201.4% | +59.1% |
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