+37.4%
CAVA vs SYF
+154.6%
-117.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | 0.0% |
| 7D | -1.5% | +2.6% | -4.1% | -3.1% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -18.3% | +11.9% | -30.2% | -24.3% |
| 6M | -23.5% | +18.9% | -42.4% | -31.6% |
| YTD | +2.5% | -4.6% | +7.1% | +4.0% |
| 1Y | -8.0% | +6.4% | -14.3% | -12.7% |
| 3Y | +53.5% | +167.2% | -113.7% | -16.8% |
| All | +37.4% | +154.6% | -117.2% | -20.7% |
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