+140.1%
COP vs SYF
+303.9%
-163.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -8.4% | -4.7% | -3.7% | -6.5% |
| 30D | +0.3% | +0.6% | -0.3% | -0.2% |
| 3M | +15.1% | -6.8% | +21.9% | +18.0% |
| 6M | +19.8% | +0.5% | +19.2% | +16.9% |
| YTD | +46.8% | -11.1% | +58.0% | +49.2% |
| 1Y | +59.7% | +1.3% | +58.5% | +52.5% |
| 3Y | +28.7% | +164.6% | -135.9% | -26.1% |
| 5Y | +110.7% | +65.2% | +45.5% | +44.2% |
| 10Y | +298.3% | +204.6% | +93.7% | +78.5% |
| All | +140.1% | +303.9% | -163.8% | -3.7% |
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 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