+153.8%
CNP vs SYF
+306.8%
-153.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -4.2% | -2.1% | -2.1% | -3.7% |
| 30D | +5.5% | +2.5% | +3.0% | +4.8% |
| 3M | +0.6% | -6.3% | +6.8% | +2.0% |
| 6M | -2.8% | -1.5% | -1.4% | -3.2% |
| YTD | +7.9% | -10.5% | +18.4% | +9.4% |
| 1Y | +6.7% | +1.5% | +5.1% | +4.5% |
| 3Y | +61.1% | +163.3% | -102.1% | +14.7% |
| 5Y | +73.0% | +66.8% | +6.2% | +36.3% |
| 10Y | +141.9% | +228.5% | -86.6% | +31.9% |
| All | +153.8% | +306.8% | -153.0% | +29.4% |
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 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