+683.8%
CTAS vs SYF
+257.7%
+426.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +11.5% | +7.4% | +4.1% | +7.9% |
| 6M | +0.2% | +16.2% | -16.0% | -5.9% |
| YTD | +7.2% | -6.1% | +13.3% | +7.9% |
| 1Y | 0.0% | +3.4% | -3.4% | -3.1% |
| 3Y | +65.9% | +162.9% | -96.9% | +6.1% |
| 5Y | +109.6% | +85.6% | +24.0% | +47.7% |
| 10Y | +683.8% | +262.7% | +421.0% | +259.0% |
| All | +683.8% | +257.7% | +426.1% | +259.0% |
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