+366.4%
CPRT vs SYF
+177.5%
+188.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.4% | -3.6% | +2.2% | -0.3% |
| 30D | +21.5% | -1.7% | +23.2% | +22.2% |
| 3M | +9.4% | -7.8% | +17.2% | +12.1% |
| 6M | -3.3% | +3.4% | -6.7% | -4.9% |
| YTD | -17.8% | -12.2% | -5.6% | -15.4% |
| 1Y | -22.2% | -1.6% | -20.6% | -22.9% |
| 3Y | -34.0% | +157.8% | -191.8% | -54.0% |
| 5Y | -15.4% | +61.9% | -77.3% | -33.5% |
| All | +366.4% | +177.5% | +188.9% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling