+1.8%
CTSH vs SYF
+159.4%
-157.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | +1.4% | +1.2% | +0.2% | +0.9% |
| 3M | +7.5% | -9.4% | +16.8% | +10.4% |
| 6M | +39.6% | +4.4% | +35.2% | +36.5% |
| YTD | -22.3% | -11.9% | -10.4% | -20.3% |
| 1Y | -12.0% | -0.4% | -11.5% | -12.9% |
| 3Y | +1.8% | +159.6% | -157.8% | -17.7% |
| All | +1.8% | +159.4% | -157.6% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling