+287.2%
CNQ vs SYF
+319.2%
-32.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.7% |
| 7D | -0.8% | -4.9% | +4.1% | +1.4% |
| 30D | +5.3% | -4.3% | +9.6% | +7.0% |
| 3M | +11.4% | +5.5% | +5.9% | +7.2% |
| 6M | +8.1% | +17.5% | -9.5% | -2.2% |
| YTD | +50.9% | -7.8% | +58.6% | +50.8% |
| 1Y | +63.6% | +1.6% | +61.9% | +55.3% |
| 3Y | +77.2% | +154.8% | -77.6% | +0.7% |
| 5Y | +282.5% | +79.5% | +203.1% | +146.3% |
| 10Y | +416.1% | +256.4% | +159.7% | +120.1% |
| All | +287.2% | +319.2% | -32.0% | +51.2% |
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