+498.6%
COR vs SYF
+306.8%
+191.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.8% | -2.1% | +3.0% | +1.3% |
| 30D | +5.1% | +2.5% | +2.6% | +4.6% |
| 3M | +2.8% | -6.3% | +9.1% | +4.0% |
| 6M | +32.5% | -1.5% | +34.0% | +32.2% |
| YTD | -0.7% | -10.5% | +9.9% | +0.5% |
| 1Y | -6.7% | +1.5% | -8.2% | -8.2% |
| 3Y | +73.7% | +163.3% | -89.5% | +30.3% |
| 5Y | +177.9% | +66.8% | +111.1% | +127.9% |
| 10Y | +533.8% | +228.5% | +305.3% | +290.4% |
| All | +498.6% | +306.8% | +191.8% | +255.4% |
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