+1,206.6%
CDNS vs SYF
+176.2%
+1,030.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.0% | -3.3% | +10.3% | +8.1% |
| 30D | -0.3% | -2.2% | +1.9% | +0.3% |
| 3M | +3.2% | -9.3% | +12.5% | +5.9% |
| 6M | -6.9% | +2.1% | -9.0% | -8.1% |
| YTD | +6.6% | -12.6% | +19.3% | +9.7% |
| 1Y | +5.6% | -3.4% | +9.1% | +5.5% |
| 3Y | +27.4% | +156.5% | -129.1% | -6.1% |
| 5Y | +83.7% | +59.6% | +24.1% | +49.9% |
| All | +1,206.6% | +176.2% | +1,030.5% | +757.8% |
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