-10.7%
CMG vs SYF
+7.1%
-17.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.8% |
| 30D | +7.1% | +0.8% | +6.3% | +6.6% |
| 3M | +31.2% | +13.4% | +17.8% | +22.9% |
| 6M | +0.7% | +16.3% | -15.7% | -6.9% |
| YTD | -0.1% | -3.0% | +2.9% | -2.2% |
| 1Y | -10.7% | +5.7% | -16.5% | -19.1% |
| All | -10.7% | +7.1% | -17.8% | -19.1% |
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