+498.6%
CAH vs SYF
+61.4%
+437.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.9% | -3.3% | +7.1% | +4.3% |
| 30D | +16.0% | -2.2% | +18.2% | +16.3% |
| 3M | +19.1% | -9.3% | +28.4% | +20.5% |
| 6M | +53.0% | +2.1% | +51.0% | +52.4% |
| YTD | +36.6% | -12.6% | +49.3% | +38.3% |
| 1Y | +37.4% | -3.4% | +40.9% | +37.1% |
| 3Y | +178.8% | +156.5% | +22.4% | +133.0% |
| 5Y | +498.6% | +59.6% | +439.0% | +453.4% |
| All | +498.6% | +61.4% | +437.1% | +453.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling