+518.2%
CEG vs SYF
+72.8%
+445.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | -1.7% | -3.0% | -4.2% |
| 30D | -16.6% | +3.0% | -19.6% | -17.5% |
| 3M | -4.1% | -5.8% | +1.7% | -2.4% |
| 6M | -22.3% | -1.0% | -21.3% | -22.6% |
| YTD | -28.9% | -10.1% | -18.8% | -27.4% |
| 1Y | -28.5% | +2.0% | -30.4% | -30.1% |
| 3Y | +104.3% | +164.5% | -60.2% | +47.9% |
| All | +518.2% | +72.8% | +445.4% | +324.9% |
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 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