+63.6%
CVS vs SYF
+170.1%
-106.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | +0.4% | 0.0% | +0.3% | +0.3% |
| 3M | -0.4% | +11.9% | -12.3% | -2.7% |
| 6M | +25.1% | +18.9% | +6.2% | +20.4% |
| YTD | +23.9% | -4.6% | +28.5% | +24.3% |
| 1Y | +41.1% | +6.4% | +34.7% | +38.3% |
| 3Y | +63.6% | +167.2% | -103.5% | +26.8% |
| All | +63.6% | +170.1% | -106.5% | +26.8% |
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