+114.8%
CMI vs SYF
+60.4%
+54.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.3% |
| 30D | -14.0% | +1.2% | -15.2% | -14.5% |
| 3M | -28.1% | -9.4% | -18.8% | -25.6% |
| 6M | -35.8% | +4.4% | -40.3% | -37.4% |
| YTD | -10.5% | -11.9% | +1.4% | -7.4% |
| 1Y | -1.9% | -0.4% | -1.4% | -3.2% |
| 3Y | +121.0% | +159.6% | -38.6% | +45.7% |
| All | +114.8% | +60.4% | +54.4% | +67.9% |
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