+356.8%
CB vs SYF
+306.8%
+50.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +0.2% | -2.1% | +2.4% | +0.9% |
| 30D | +9.1% | +2.5% | +6.5% | +8.3% |
| 3M | +3.4% | -6.3% | +9.7% | +5.1% |
| 6M | +14.1% | -1.5% | +15.5% | +13.6% |
| YTD | +18.0% | -10.5% | +28.5% | +20.0% |
| 1Y | +30.1% | +1.5% | +28.6% | +27.3% |
| 3Y | +71.8% | +163.3% | -91.5% | +17.9% |
| 5Y | +101.8% | +66.8% | +35.1% | +55.9% |
| 10Y | +252.1% | +228.5% | +23.6% | +95.1% |
| All | +356.8% | +306.8% | +50.0% | +144.0% |
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 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