+105.9%
CB vs SYF
+61.4%
+44.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | +7.4% | -2.2% | +9.6% | +7.7% |
| 3M | +8.6% | -9.3% | +18.0% | +10.2% |
| 6M | +16.1% | +2.1% | +14.1% | +15.2% |
| YTD | +20.2% | -12.6% | +32.8% | +22.0% |
| 1Y | +27.2% | -3.4% | +30.6% | +26.7% |
| 3Y | +72.7% | +156.5% | -83.8% | +33.7% |
| 5Y | +105.9% | +59.6% | +46.4% | +85.6% |
| All | +105.9% | +61.4% | +44.5% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling