+66.4%
CNP vs SYF
+159.4%
-93.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +1.3% | -2.0% | +3.3% | +1.4% |
| 30D | +3.8% | +1.2% | +2.6% | +3.8% |
| 3M | +2.4% | -9.4% | +11.7% | +2.7% |
| 6M | -1.2% | +4.4% | -5.6% | -1.4% |
| YTD | +9.3% | -11.9% | +21.2% | +9.8% |
| 1Y | +6.4% | -0.4% | +6.8% | +6.2% |
| 3Y | +66.4% | +159.6% | -93.2% | +38.4% |
| All | +66.4% | +159.4% | -93.0% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling