+66.2%
CVS vs SYF
+297.1%
-231.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +10.4% | -3.3% | +13.7% | +11.2% |
| 30D | +3.3% | -2.2% | +5.5% | +3.7% |
| 3M | -4.5% | -9.3% | +4.8% | -2.5% |
| 6M | -4.4% | +2.1% | -6.4% | -5.4% |
| YTD | +16.6% | -12.6% | +29.3% | +19.1% |
| 1Y | +15.3% | -3.4% | +18.8% | +14.9% |
| 3Y | +48.6% | +156.5% | -107.9% | +13.0% |
| 5Y | +12.9% | +59.6% | -46.7% | -6.2% |
| 10Y | +63.2% | +178.6% | -115.4% | +10.3% |
| All | +66.2% | +297.1% | -231.0% | +4.6% |
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