+385.2%
CPRT vs SYF
+196.3%
+188.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +4.0% | -4.2% | +8.2% | +5.4% |
| 30D | +18.2% | -1.1% | +19.3% | +18.6% |
| 3M | +9.2% | -7.9% | +17.0% | +11.8% |
| 6M | -4.8% | -1.1% | -3.7% | -5.1% |
| YTD | -17.5% | -12.6% | -4.9% | -15.0% |
| 1Y | -22.0% | -2.4% | -19.6% | -22.5% |
| 3Y | -33.7% | +156.6% | -190.3% | -53.8% |
| 5Y | -15.0% | +61.9% | -76.9% | -33.1% |
| 10Y | +385.2% | +186.5% | +198.7% | +170.6% |
| All | +385.2% | +196.3% | +188.9% | +170.6% |
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