+159.6%
SYF vs CLBK
+54.0%
+105.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -2.0% | +0.9% | -2.9% | -2.5% |
| 30D | +1.2% | +3.4% | -2.2% | -0.8% |
| 3M | -9.4% | -4.3% | -5.1% | -7.3% |
| 6M | +4.4% | +28.4% | -23.9% | -10.2% |
| YTD | -11.9% | +59.4% | -71.3% | -33.7% |
| 1Y | -0.4% | +64.8% | -65.2% | -26.7% |
| 3Y | +159.6% | +50.6% | +109.0% | +100.1% |
| All | +159.6% | +54.0% | +105.6% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling