-20.4%
CLF vs SYF
+297.4%
-317.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +6.3% |
| 7D | -9.1% | -4.2% | -4.9% | -6.5% |
| 30D | -0.9% | -1.1% | +0.1% | -0.6% |
| 3M | +3.0% | -7.9% | +10.8% | +8.0% |
| 6M | +16.7% | -1.1% | +17.8% | +15.6% |
| YTD | -3.2% | -12.6% | +9.4% | +3.1% |
| 1Y | +24.6% | -2.4% | +27.0% | +23.2% |
| 3Y | -22.3% | +156.6% | -178.9% | -60.7% |
| 5Y | -41.2% | +61.9% | -103.1% | -61.5% |
| 10Y | +83.5% | +186.5% | -102.9% | -24.7% |
| All | -20.4% | +297.4% | -317.7% | -69.1% |
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