+155.2%
SYF vs CLBK
+63.3%
+91.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.3% |
| 7D | -4.2% | +2.9% | -7.1% | -6.1% |
| 30D | -1.1% | +5.4% | -6.4% | -4.7% |
| 3M | -7.9% | +5.8% | -13.6% | -11.8% |
| 6M | -1.1% | +28.9% | -30.0% | -17.7% |
| YTD | -12.6% | +61.8% | -74.4% | -38.5% |
| 1Y | -2.4% | +63.1% | -65.5% | -31.8% |
| 3Y | +156.6% | +55.3% | +101.3% | +78.2% |
| 5Y | +61.9% | +28.0% | +33.9% | +17.7% |
| All | +155.2% | +63.3% | +91.9% | +44.1% |
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 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