-24.4%
CPRT vs SYF
+170.8%
-195.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +2.4% | -0.2% | +1.7% |
| 30D | +16.6% | +0.8% | +15.8% | +16.3% |
| 3M | +9.6% | +13.4% | -3.8% | +6.1% |
| 6M | -11.1% | +16.3% | -27.5% | -14.7% |
| YTD | -13.9% | -3.0% | -10.9% | -14.0% |
| 1Y | -32.5% | +5.7% | -38.2% | -34.2% |
| All | -24.4% | +170.8% | -195.2% | -41.4% |
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 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