+359.3%
CAH vs SYF
+326.7%
+32.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | +1.2% | -1.1% | +2.3% | +1.4% |
| 3M | +13.1% | +7.4% | +5.7% | +10.8% |
| 6M | +8.5% | +16.2% | -7.7% | +4.0% |
| YTD | +17.6% | -6.1% | +23.7% | +18.2% |
| 1Y | +60.7% | +3.4% | +57.3% | +57.1% |
| 3Y | +183.2% | +162.9% | +20.3% | +106.7% |
| 5Y | +402.2% | +85.6% | +316.6% | +291.6% |
| 10Y | +302.3% | +262.7% | +39.6% | +135.8% |
| All | +359.3% | +326.7% | +32.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling