+493.9%
COR vs SYF
+340.9%
+153.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +2.8% | +2.4% | +0.4% | +2.3% |
| 30D | +4.5% | +0.8% | +3.7% | +4.3% |
| 3M | +22.7% | +13.4% | +9.3% | +19.1% |
| 6M | -9.7% | +16.3% | -26.1% | -13.0% |
| YTD | -1.4% | -3.0% | +1.6% | -1.8% |
| 1Y | +13.9% | +5.7% | +8.2% | +11.1% |
| 3Y | +94.0% | +160.1% | -66.1% | +46.4% |
| 5Y | +184.0% | +88.5% | +95.5% | +126.0% |
| 10Y | +406.8% | +263.1% | +143.7% | +205.7% |
| All | +493.9% | +340.9% | +153.0% | +247.2% |
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