+147.7%
CNP vs SYF
+340.9%
-193.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -1.8% | +0.8% | -2.7% | -2.1% |
| 3M | -4.6% | +13.4% | -18.0% | -8.0% |
| 6M | -8.8% | +16.3% | -25.2% | -12.9% |
| YTD | +5.2% | -3.0% | +8.2% | +4.8% |
| 1Y | +8.3% | +5.7% | +2.6% | +5.1% |
| 3Y | +54.9% | +160.1% | -105.2% | +11.0% |
| 5Y | +73.5% | +88.5% | -15.0% | +31.8% |
| 10Y | +139.1% | +263.1% | -123.9% | +27.5% |
| All | +147.7% | +340.9% | -193.2% | +24.0% |
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