+205.2%
COF vs SYF
+300.4%
-95.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.1% |
| 7D | -3.4% | -2.0% | -1.3% | -1.8% |
| 30D | +0.4% | +1.2% | -0.8% | -0.6% |
| 3M | -12.5% | -9.4% | -3.2% | -5.6% |
| 6M | +8.3% | +4.4% | +3.9% | +4.0% |
| YTD | -18.6% | -11.9% | -6.6% | -10.4% |
| 1Y | -8.6% | -0.4% | -8.2% | -8.8% |
| 3Y | +94.7% | +159.6% | -64.9% | -11.1% |
| 5Y | +35.3% | +60.9% | -25.5% | -11.0% |
| 10Y | +185.1% | +180.9% | +4.2% | +12.1% |
| All | +205.2% | +300.4% | -95.2% | +6.1% |
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