+242.0%
COF vs SYF
+258.4%
-16.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | 0.0% |
| 7D | -5.1% | -4.9% | -0.2% | -1.2% |
| 30D | -6.0% | -4.3% | -1.7% | -2.7% |
| 3M | +14.8% | +5.5% | +9.3% | +9.4% |
| 6M | +15.3% | +17.5% | -2.2% | +0.6% |
| YTD | -13.0% | -7.8% | -5.3% | -7.6% |
| 1Y | -5.7% | +1.6% | -7.4% | -7.5% |
| 3Y | +118.1% | +154.8% | -36.7% | -1.4% |
| 5Y | +46.2% | +79.5% | -33.2% | -13.1% |
| All | +242.0% | +258.4% | -16.4% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling