+3,227.5%
CVNA vs SYF
+229.5%
+2,997.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +0.8% |
| 7D | -4.8% | -3.6% | -1.2% | -2.1% |
| 30D | +24.1% | -1.7% | +25.9% | +26.0% |
| 3M | +2.6% | -7.8% | +10.4% | +8.7% |
| 6M | -3.1% | +3.4% | -6.5% | -6.4% |
| YTD | -12.5% | -12.2% | -0.3% | -5.4% |
| 1Y | +13.0% | -1.6% | +14.6% | +12.0% |
| 3Y | +1,165.3% | +157.8% | +1,007.6% | +523.1% |
| 5Y | +29.0% | +61.9% | -32.9% | -11.7% |
| All | +3,227.5% | +229.5% | +2,997.9% | +1,303.6% |
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