+92.2%
CNC vs SYF
+255.8%
-163.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.7% |
| 7D | -3.9% | -5.5% | +1.7% | -2.6% |
| 30D | +0.8% | -3.9% | +4.7% | +1.7% |
| 3M | +0.1% | +8.9% | -8.8% | -2.3% |
| 6M | +79.7% | +16.2% | +63.5% | +72.1% |
| YTD | +58.9% | -8.4% | +67.4% | +60.9% |
| 1Y | +109.1% | +2.6% | +106.5% | +105.5% |
| 3Y | 0.0% | +156.4% | -156.4% | -27.0% |
| 5Y | +9.5% | +78.2% | -68.7% | -13.9% |
| All | +92.2% | +255.8% | -163.5% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling