-30.4%
CEG vs SYF
+1.3%
-31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | -2.1% | -2.6% | -4.3% |
| 30D | -16.6% | +2.5% | -19.1% | -17.1% |
| 3M | -4.1% | -6.3% | +2.1% | -2.8% |
| 6M | -22.3% | -1.5% | -20.9% | -22.9% |
| YTD | -28.9% | -10.5% | -18.4% | -28.4% |
| All | -30.4% | +1.3% | -31.7% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling