+272.0%
CNC vs SYF
+340.9%
-68.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +3.5% | +2.4% | +1.1% | +2.9% |
| 30D | +0.1% | +0.8% | -0.8% | -0.2% |
| 3M | +6.9% | +13.4% | -6.5% | +3.2% |
| 6M | +49.0% | +16.3% | +32.7% | +42.5% |
| YTD | +62.9% | -3.0% | +65.9% | +62.7% |
| 1Y | +134.0% | +5.7% | +128.3% | +128.0% |
| 3Y | +9.4% | +160.1% | -150.7% | -21.6% |
| 5Y | +4.1% | +88.5% | -84.4% | -20.5% |
| 10Y | +95.4% | +263.1% | -167.7% | +4.8% |
| All | +272.0% | +340.9% | -68.9% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling