+251.7%
CB vs SYF
+178.4%
+73.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | +2.9% | -2.0% | +5.0% | +3.5% |
| 30D | +7.3% | +1.2% | +6.1% | +6.9% |
| 3M | +9.4% | -9.4% | +18.8% | +12.3% |
| 6M | +19.6% | +4.4% | +15.2% | +17.1% |
| YTD | +21.5% | -11.9% | +33.4% | +24.1% |
| 1Y | +28.0% | -0.4% | +28.4% | +25.8% |
| 3Y | +74.9% | +159.6% | -84.7% | +19.2% |
| 5Y | +108.1% | +60.9% | +47.3% | +61.8% |
| All | +251.7% | +178.4% | +73.2% | +101.3% |
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