+1,639.2%
CDNS vs SYF
+340.9%
+1,298.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +2.4% | -16.4% | -14.6% |
| 30D | -13.2% | +0.8% | -14.0% | -13.4% |
| 3M | -28.9% | +13.4% | -42.3% | -31.8% |
| 6M | -4.2% | +16.3% | -20.5% | -8.9% |
| YTD | -6.4% | -3.0% | -3.4% | -6.4% |
| 1Y | -16.2% | +5.7% | -21.9% | -18.4% |
| 3Y | +20.2% | +160.1% | -139.9% | -12.1% |
| 5Y | +76.6% | +88.5% | -11.9% | +37.2% |
| 10Y | +1,029.7% | +263.1% | +766.6% | +554.6% |
| All | +1,639.2% | +340.9% | +1,298.3% | +837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling