-17.5%
CLF vs SYF
+164.6%
-182.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | +2.4% | +5.2% | +6.0% |
| 30D | -1.2% | +0.8% | -2.0% | -1.6% |
| 3M | -13.4% | +13.4% | -26.8% | -20.4% |
| 6M | +15.4% | +16.3% | -0.9% | +4.3% |
| YTD | -5.9% | -3.0% | -2.9% | -5.7% |
| 1Y | +18.8% | +5.7% | +13.1% | +12.0% |
| All | -17.5% | +164.6% | -182.1% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling