+37.8%
CTSH vs SYF
+218.0%
-180.2%
-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% | -4.7% | +2.4% | -0.7% |
| 30D | +7.4% | +0.6% | +6.9% | +7.1% |
| 3M | +10.9% | -6.8% | +17.8% | +13.4% |
| 6M | +24.7% | +0.5% | +24.1% | +23.4% |
| YTD | -22.0% | -11.1% | -10.8% | -19.8% |
| 1Y | -11.2% | +1.3% | -12.4% | -12.7% |
| 3Y | +3.9% | +164.6% | -160.8% | -29.8% |
| 5Y | -13.9% | +65.2% | -79.1% | -33.5% |
| 10Y | +37.8% | +204.6% | -166.8% | -17.0% |
| All | +37.8% | +218.0% | -180.2% | -17.0% |
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