+639.5%
CEG vs SYF
+86.4%
+553.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | +2.4% | +5.6% | +7.1% |
| 30D | +12.9% | +0.8% | +12.1% | +12.5% |
| 3M | +13.2% | +13.4% | -0.2% | +7.8% |
| 6M | -7.0% | +16.3% | -23.3% | -12.3% |
| YTD | -15.0% | -3.0% | -12.0% | -15.2% |
| 1Y | -2.7% | +5.7% | -8.4% | -6.1% |
| 3Y | +184.1% | +160.1% | +24.0% | +105.4% |
| All | +639.5% | +86.4% | +553.0% | +396.2% |
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