+139.9%
CNP vs SYF
+257.7%
-117.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | -5.6% | +7.4% | -13.0% | -7.8% |
| 6M | -7.5% | +16.2% | -23.7% | -11.7% |
| YTD | +5.5% | -6.1% | +11.6% | +5.9% |
| 1Y | +8.3% | +3.4% | +5.0% | +5.6% |
| 3Y | +51.8% | +162.9% | -111.1% | +6.5% |
| 5Y | +69.9% | +85.6% | -15.7% | +27.9% |
| 10Y | +139.9% | +262.7% | -122.8% | +23.5% |
| All | +139.9% | +257.7% | -117.8% | +23.5% |
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