+815.5%
CTAS vs SYF
+178.4%
+637.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | +2.0% | -2.0% | +4.0% | +2.7% |
| 30D | +8.7% | +1.2% | +7.5% | +8.2% |
| 3M | +13.3% | -9.4% | +22.6% | +17.0% |
| 6M | +39.4% | +4.4% | +35.0% | +36.0% |
| YTD | +21.5% | -11.9% | +33.4% | +24.9% |
| 1Y | +21.9% | -0.4% | +22.3% | +19.7% |
| 3Y | +73.6% | +159.6% | -85.9% | +11.1% |
| 5Y | +116.2% | +60.9% | +55.3% | +61.5% |
| All | +815.5% | +178.4% | +637.0% | +355.3% |
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