+137.3%
CTVA vs SYF
+147.4%
-10.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -20.8% | -2.0% | -18.7% | -20.2% |
| 30D | -29.6% | +1.2% | -30.8% | -30.0% |
| 3M | -16.9% | -9.4% | -7.5% | -14.3% |
| 6M | -24.3% | +4.4% | -28.7% | -26.1% |
| YTD | -5.6% | -11.9% | +6.3% | -3.1% |
| 1Y | -4.2% | -0.4% | -3.8% | -6.1% |
| 3Y | +43.3% | +159.6% | -116.3% | -7.3% |
| 5Y | +35.7% | +60.9% | -25.2% | +2.3% |
| All | +137.3% | +147.4% | -10.1% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling