+1,763.7%
CLS vs SYF
+65.2%
+1,698.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -22.2% | -2.1% | -20.0% | -21.3% |
| 30D | -44.4% | +2.5% | -46.9% | -45.2% |
| 3M | -34.3% | -6.3% | -28.0% | -32.4% |
| 6M | -50.1% | -1.5% | -48.6% | -50.4% |
| YTD | -30.1% | -10.5% | -19.6% | -27.9% |
| 1Y | -39.3% | +1.5% | -40.9% | -41.5% |
| 3Y | +732.7% | +163.3% | +569.4% | +388.7% |
| All | +1,763.7% | +65.2% | +1,698.5% | +1,216.3% |
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