+3,159.9%
CVNA vs SYF
+230.6%
+2,929.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.6% |
| 7D | -1.6% | -2.0% | +0.4% | -0.1% |
| 30D | +24.9% | +1.2% | +23.7% | +24.0% |
| 3M | -1.8% | -9.4% | +7.6% | +5.4% |
| 6M | +3.5% | +4.4% | -0.9% | -0.7% |
| YTD | -14.3% | -11.9% | -2.3% | -7.5% |
| 1Y | +13.6% | -0.4% | +14.0% | +11.7% |
| 3Y | +1,163.4% | +159.6% | +1,003.9% | +519.2% |
| 5Y | +22.9% | +60.9% | -38.0% | -15.7% |
| All | +3,159.9% | +230.6% | +2,929.3% | +1,272.2% |
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