+71.5%
CDNS vs SYF
+89.2%
-17.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -7.2% | -1.3% | -5.9% | -6.8% |
| 30D | -14.3% | -1.1% | -13.2% | -14.0% |
| 3M | -27.2% | +7.4% | -34.6% | -29.3% |
| 6M | -4.5% | +16.2% | -20.7% | -9.8% |
| YTD | -9.0% | -6.1% | -2.8% | -8.0% |
| 1Y | -21.3% | +3.4% | -24.7% | -23.2% |
| 3Y | +19.6% | +162.9% | -143.3% | -16.3% |
| 5Y | +71.5% | +85.6% | -14.0% | +23.9% |
| All | +71.5% | +89.2% | -17.7% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling