+420.1%
CORZ vs SYF
+122.5%
+297.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +8.4% | +2.4% | +6.0% | +6.8% |
| 30D | -17.8% | +0.8% | -18.7% | -18.2% |
| 3M | -35.9% | +13.4% | -49.3% | -41.4% |
| 6M | +12.9% | +16.3% | -3.4% | +1.2% |
| YTD | +22.9% | -3.0% | +25.9% | +23.0% |
| 1Y | +31.4% | +5.7% | +25.6% | +22.8% |
| All | +420.1% | +122.5% | +297.5% | +176.9% |
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