+1,235.1%
CDNS vs SYF
+196.3%
+1,038.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | +2.4% | -4.2% | +6.6% | +3.7% |
| 30D | -6.0% | -1.1% | -4.9% | -5.8% |
| 3M | -0.1% | -7.9% | +7.8% | +2.1% |
| 6M | -8.6% | -1.1% | -7.5% | -8.9% |
| YTD | +6.1% | -12.6% | +18.7% | +9.2% |
| 1Y | +0.8% | -2.4% | +3.2% | +0.3% |
| 3Y | +26.8% | +156.6% | -129.8% | -6.6% |
| 5Y | +86.9% | +61.9% | +25.0% | +51.9% |
| 10Y | +1,235.1% | +186.5% | +1,048.7% | +770.8% |
| All | +1,235.1% | +196.3% | +1,038.8% | +770.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling