+31.5%
CVS vs SYF
+89.0%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 6M | +25.1% | +18.9% | +6.2% | +20.4% |
| YTD | +23.9% | -4.6% | +28.5% | +24.2% |
| 1Y | +41.1% | +6.4% | +34.7% | +38.2% |
| 3Y | +63.6% | +167.2% | -103.5% | +30.5% |
| 5Y | +31.5% | +92.3% | -60.8% | +5.8% |
| All | +31.5% | +89.0% | -57.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling