+2,811.0%
CLS vs SYF
+340.9%
+2,470.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | +2.4% | +2.2% | +3.4% |
| 30D | -13.9% | +0.8% | -14.7% | -14.2% |
| 3M | -26.6% | +13.4% | -40.0% | -31.4% |
| 6M | +15.4% | +16.3% | -0.9% | +6.6% |
| YTD | +5.7% | -3.0% | +8.7% | +5.1% |
| 1Y | +41.1% | +5.7% | +35.4% | +33.9% |
| 3Y | +1,228.6% | +160.1% | +1,068.5% | +709.7% |
| 5Y | +3,240.6% | +88.5% | +3,152.1% | +2,181.8% |
| 10Y | +2,760.3% | +263.1% | +2,497.3% | +1,224.9% |
| All | +2,811.0% | +340.9% | +2,470.1% | +1,178.9% |
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