+183.2%
SYF vs CLBK
+67.9%
+115.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +1.6% |
| 30D | +0.8% | +9.1% | -8.3% | -5.2% |
| 3M | +13.4% | +27.7% | -14.3% | -4.7% |
| 6M | +16.3% | +40.8% | -24.5% | -8.8% |
| YTD | -3.0% | +66.4% | -69.4% | -32.9% |
| 1Y | +5.7% | +72.4% | -66.7% | -29.1% |
| 3Y | +160.1% | +50.7% | +109.4% | +85.5% |
| 5Y | +88.5% | +42.9% | +45.6% | +23.5% |
| All | +183.2% | +67.9% | +115.3% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling