+62.7%
CVS vs SYF
+189.2%
-126.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +12.0% | -3.6% | +15.5% | +12.9% |
| 30D | +2.8% | -1.7% | +4.5% | +3.0% |
| 3M | -3.6% | -7.8% | +4.2% | -2.0% |
| 6M | -1.6% | +3.4% | -5.0% | -3.0% |
| YTD | +16.3% | -12.2% | +28.5% | +18.6% |
| 1Y | +15.5% | -1.6% | +17.1% | +14.6% |
| 3Y | +48.1% | +157.8% | -109.7% | +12.4% |
| 5Y | +12.3% | +61.9% | -49.6% | -7.0% |
| 10Y | +62.7% | +180.0% | -117.3% | +12.4% |
| All | +62.7% | +189.2% | -126.5% | +12.4% |
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