+27.6%
CAVA vs SYF
+146.1%
-118.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.0% |
| 7D | -8.0% | -4.9% | -3.1% | -5.1% |
| 30D | -19.6% | -4.3% | -15.3% | -17.4% |
| 3M | -36.7% | +5.5% | -42.2% | -39.0% |
| 6M | -30.6% | +17.5% | -48.1% | -37.5% |
| YTD | -4.8% | -7.8% | +3.0% | -1.2% |
| 1Y | -13.1% | +1.6% | -14.8% | -15.1% |
| 3Y | +48.8% | +154.8% | -106.0% | -16.6% |
| All | +27.6% | +146.1% | -118.5% | -24.6% |
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