+246.7%
CB vs SYF
+196.3%
+50.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +2.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.9% |
| 30D | +8.2% | -1.1% | +9.2% | +8.4% |
| 3M | +6.3% | -7.9% | +14.2% | +8.6% |
| 6M | +16.2% | -1.1% | +17.3% | +15.6% |
| YTD | +19.3% | -12.6% | +31.9% | +22.2% |
| 1Y | +29.2% | -2.4% | +31.6% | +27.8% |
| 3Y | +71.4% | +156.6% | -85.2% | +17.3% |
| 5Y | +104.2% | +61.9% | +42.4% | +58.3% |
| 10Y | +246.7% | +186.5% | +60.2% | +98.0% |
| All | +246.7% | +196.3% | +50.4% | +98.0% |
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