-5.7%
CMG vs SYF
+89.2%
-94.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -6.5% | -1.3% | -5.1% | -6.1% |
| 30D | +12.1% | -1.1% | +13.2% | +12.4% |
| 3M | +20.6% | +7.4% | +13.2% | +17.6% |
| 6M | +2.1% | +16.2% | -14.1% | -2.8% |
| YTD | -2.6% | -6.1% | +3.5% | -1.6% |
| 1Y | -8.7% | +3.4% | -12.1% | -10.5% |
| 3Y | -7.4% | +162.9% | -170.2% | -33.8% |
| 5Y | -5.7% | +85.6% | -91.3% | -29.9% |
| All | -5.7% | +89.2% | -94.9% | -29.9% |
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 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