+810.1%
CDE vs SYF
+160.5%
+649.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.3% |
| 7D | -2.0% | -1.3% | -0.6% | -1.5% |
| 30D | +15.7% | -1.1% | +16.8% | +16.1% |
| 3M | +30.5% | +7.4% | +23.1% | +27.2% |
| 6M | -7.4% | +16.2% | -23.6% | -11.9% |
| YTD | +17.9% | -6.1% | +24.0% | +19.2% |
| 1Y | +46.7% | +3.4% | +43.3% | +43.6% |
| All | +810.1% | +160.5% | +649.6% | +481.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling