+646.8%
CAT vs SYF
+306.8%
+340.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -10.3% | -2.1% | -8.2% | -9.5% |
| 30D | -31.2% | +2.5% | -33.7% | -32.0% |
| 3M | -34.7% | -6.3% | -28.4% | -33.1% |
| 6M | -39.5% | -1.5% | -38.0% | -39.7% |
| YTD | -1.7% | -10.5% | +8.9% | +1.4% |
| 1Y | -1.1% | +1.5% | -2.6% | -3.3% |
| 3Y | +143.9% | +163.3% | -19.4% | +57.6% |
| 5Y | +194.8% | +66.8% | +128.0% | +121.1% |
| 10Y | +739.8% | +228.5% | +511.3% | +346.6% |
| All | +646.8% | +306.8% | +340.0% | +271.6% |
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 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