-61.4%
CLSK vs SYF
+198.8%
-260.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.9% | +7.1% |
| 7D | +21.9% | +2.6% | +19.3% | +20.3% |
| 30D | +9.6% | 0.0% | +9.6% | +9.5% |
| 3M | -18.4% | +11.9% | -30.3% | -23.2% |
| 6M | +46.4% | +18.9% | +27.4% | +33.6% |
| YTD | +33.2% | -4.6% | +37.8% | +35.3% |
| 1Y | +47.0% | +6.4% | +40.6% | +41.7% |
| 3Y | +206.4% | +167.2% | +39.2% | +105.5% |
| 5Y | +5.4% | +92.3% | -87.0% | -21.8% |
| All | -61.4% | +198.8% | -260.2% | -72.2% |
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