+144.0%
CNP vs SYF
+189.2%
-45.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.1% | -3.6% | +3.5% | +0.8% |
| 30D | +5.0% | -1.7% | +6.8% | +5.4% |
| 3M | +2.7% | -7.8% | +10.5% | +4.5% |
| 6M | -1.9% | +3.4% | -5.3% | -3.4% |
| YTD | +8.8% | -12.2% | +21.0% | +10.9% |
| 1Y | +5.6% | -1.6% | +7.2% | +4.2% |
| 3Y | +63.2% | +157.8% | -94.6% | +14.5% |
| 5Y | +73.8% | +61.9% | +11.9% | +36.6% |
| 10Y | +144.0% | +180.0% | -36.0% | +33.1% |
| All | +144.0% | +189.2% | -45.2% | +33.1% |
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