+665.7%
CPRT vs SYF
+306.8%
+358.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.0% | -2.1% | +8.2% | +6.8% |
| 30D | +20.0% | +2.5% | +17.5% | +19.1% |
| 3M | +10.1% | -6.3% | +16.4% | +12.2% |
| 6M | -4.3% | -1.5% | -2.9% | -4.4% |
| YTD | -18.4% | -10.5% | -7.9% | -16.5% |
| 1Y | -20.1% | +1.5% | -21.6% | -21.5% |
| 3Y | -30.4% | +163.3% | -193.7% | -51.4% |
| 5Y | -17.0% | +66.8% | -83.7% | -34.8% |
| 10Y | +403.2% | +228.5% | +174.7% | +179.3% |
| All | +665.7% | +306.8% | +358.9% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling