+78.8%
CNQ vs SYF
+155.9%
-77.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.1% | -4.9% | +5.0% | +0.8% |
| 30D | +6.2% | -4.3% | +10.5% | +6.8% |
| 3M | +12.4% | +5.5% | +6.9% | +10.8% |
| 6M | +9.0% | +17.5% | -8.5% | +4.2% |
| YTD | +52.2% | -7.8% | +60.0% | +53.6% |
| 1Y | +65.0% | +1.6% | +63.4% | +61.6% |
| 3Y | +78.8% | +154.8% | -76.0% | +24.7% |
| All | +78.8% | +155.9% | -77.1% | +24.7% |
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