-21.9%
CPNG vs SYF
+160.5%
-182.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -7.6% | -1.3% | -6.3% | -7.3% |
| 30D | -8.8% | -1.1% | -7.8% | -8.7% |
| 3M | -7.2% | +7.4% | -14.6% | -8.9% |
| 6M | -21.5% | +16.2% | -37.7% | -24.2% |
| YTD | -37.4% | -6.1% | -31.3% | -37.2% |
| 1Y | -54.3% | +3.4% | -57.7% | -55.1% |
| All | -21.9% | +160.5% | -182.4% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling