-60.8%
CLSK vs SYF
+188.8%
-249.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +7.7% | -4.9% | +12.6% | +10.6% |
| 30D | +12.2% | -4.3% | +16.5% | +14.8% |
| 3M | -15.5% | +5.5% | -21.0% | -18.0% |
| 6M | +39.3% | +17.5% | +21.8% | +28.1% |
| YTD | +35.1% | -7.8% | +42.9% | +39.7% |
| 1Y | +34.0% | +1.6% | +32.4% | +32.4% |
| 3Y | +226.3% | +154.8% | +71.4% | +124.0% |
| 5Y | +6.4% | +79.5% | -73.1% | -19.2% |
| All | -60.8% | +188.8% | -249.6% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling