+53.2%
CNP vs SYF
+170.8%
-117.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | -1.8% | +0.8% | -2.7% | -1.9% |
| 3M | -4.6% | +13.4% | -18.0% | -5.1% |
| 6M | -8.8% | +16.3% | -25.2% | -9.4% |
| YTD | +5.2% | -3.0% | +8.2% | +5.4% |
| 1Y | +8.3% | +5.7% | +2.6% | +7.9% |
| All | +53.2% | +170.8% | -117.6% | +33.4% |
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