+37.8%
CTSH vs SYF
+219.4%
-181.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.3% | -4.3% | +2.0% | -0.8% |
| 30D | +7.4% | +1.0% | +6.4% | +7.0% |
| 3M | +10.9% | -6.4% | +17.3% | +13.2% |
| 6M | +24.7% | +1.0% | +23.7% | +23.2% |
| YTD | -22.0% | -10.7% | -11.2% | -19.9% |
| 1Y | -11.2% | +1.8% | -12.9% | -12.9% |
| 3Y | +3.9% | +165.8% | -162.0% | -29.9% |
| 5Y | -13.9% | +65.9% | -79.9% | -33.6% |
| 10Y | +37.8% | +206.0% | -168.2% | -17.1% |
| All | +37.8% | +219.4% | -181.6% | -17.1% |
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