+326.2%
CB vs SYF
+340.9%
-14.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | -3.1% | +0.8% | -4.0% | -3.4% |
| 3M | +9.0% | +13.4% | -4.4% | +4.5% |
| 6M | +2.9% | +16.3% | -13.5% | -2.4% |
| YTD | +10.1% | -3.0% | +13.1% | +9.6% |
| 1Y | +22.8% | +5.7% | +17.1% | +18.7% |
| 3Y | +73.8% | +160.1% | -86.3% | +20.1% |
| 5Y | +99.2% | +88.5% | +10.7% | +47.7% |
| 10Y | +218.2% | +263.1% | -44.9% | +71.6% |
| All | +326.2% | +340.9% | -14.7% | +122.8% |
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