+52.1%
CIFR vs SYF
+89.0%
-36.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +5.8% |
| 7D | +26.7% | +2.6% | +24.1% | +23.9% |
| 30D | +7.7% | 0.0% | +7.7% | +7.3% |
| 3M | -23.8% | +11.9% | -35.7% | -32.8% |
| 6M | +35.9% | +18.9% | +17.0% | +13.9% |
| YTD | +25.4% | -4.6% | +30.0% | +26.2% |
| 1Y | +139.8% | +6.4% | +133.4% | +116.7% |
| 3Y | +515.0% | +167.2% | +347.8% | +185.1% |
| 5Y | +52.1% | +92.3% | -40.3% | -17.7% |
| All | +52.1% | +89.0% | -36.9% | -17.7% |
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