+411.5%
CAH vs SYF
+178.4%
+233.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | +13.5% | +1.2% | +12.3% | +13.1% |
| 3M | +21.8% | -9.4% | +31.2% | +24.6% |
| 6M | +51.5% | +4.4% | +47.1% | +49.3% |
| YTD | +38.1% | -11.9% | +50.0% | +40.7% |
| 1Y | +37.7% | -0.4% | +38.1% | +36.0% |
| 3Y | +179.6% | +159.6% | +20.0% | +105.7% |
| 5Y | +504.9% | +60.9% | +444.1% | +394.0% |
| All | +411.5% | +178.4% | +233.1% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling