+167.3%
SYF vs CLBK
+65.6%
+101.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -5.5% | -1.4% | -4.2% | -4.6% |
| 30D | -3.9% | +4.5% | -8.4% | -6.9% |
| 3M | +8.9% | +22.8% | -13.9% | -6.0% |
| 6M | +16.2% | +43.4% | -27.2% | -10.1% |
| YTD | -8.4% | +64.1% | -72.6% | -36.0% |
| 1Y | +2.6% | +67.6% | -64.9% | -29.8% |
| 3Y | +156.4% | +53.3% | +103.1% | +80.4% |
| 5Y | +78.2% | +44.8% | +33.4% | +14.5% |
| All | +167.3% | +65.6% | +101.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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