-16.2%
CDNS vs SYF
+7.1%
-23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +2.4% | -16.4% | -14.7% |
| 30D | -13.2% | +0.8% | -14.0% | -13.4% |
| 3M | -28.9% | +13.4% | -42.3% | -32.3% |
| 6M | -4.2% | +16.3% | -20.5% | -9.9% |
| YTD | -6.4% | -3.0% | -3.4% | -7.3% |
| 1Y | -16.2% | +5.7% | -21.9% | -17.3% |
| All | -16.2% | +7.1% | -23.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling