-51.2%
CPNG vs SYF
+89.2%
-140.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -7.6% | -1.3% | -6.3% | -7.1% |
| 30D | -8.8% | -1.1% | -7.8% | -8.6% |
| 3M | -7.2% | +7.4% | -14.6% | -10.4% |
| 6M | -21.5% | +16.2% | -37.7% | -26.7% |
| YTD | -37.4% | -6.1% | -31.3% | -36.7% |
| 1Y | -54.3% | +3.4% | -57.7% | -55.9% |
| 3Y | -20.3% | +162.9% | -183.2% | -56.1% |
| 5Y | -51.2% | +85.6% | -136.8% | -71.2% |
| All | -51.2% | +89.2% | -140.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling