+166.6%
CMI vs SYF
+83.2%
+83.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -12.3% | -1.1% | -11.2% | -12.0% |
| 3M | -16.8% | +7.4% | -24.2% | -19.5% |
| 6M | +1.5% | +16.2% | -14.7% | -4.9% |
| YTD | +9.8% | -6.1% | +15.9% | +11.0% |
| 1Y | +42.6% | +3.4% | +39.2% | +38.5% |
| 3Y | +151.0% | +162.9% | -11.9% | +64.4% |
| All | +166.6% | +83.2% | +83.4% | +92.0% |
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