+77.7%
CVS vs SYF
+340.9%
-263.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | +2.4% | +1.6% | +3.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.7% |
| 3M | +2.7% | +13.4% | -10.7% | -0.7% |
| 6M | +21.9% | +16.3% | +5.5% | +16.8% |
| YTD | +24.7% | -3.0% | +27.8% | +24.5% |
| 1Y | +35.4% | +5.7% | +29.7% | +32.1% |
| 3Y | +65.2% | +160.1% | -94.9% | +25.4% |
| 5Y | +30.5% | +88.5% | -58.0% | +4.1% |
| 10Y | +40.4% | +263.1% | -222.7% | -10.8% |
| All | +77.7% | +340.9% | -263.2% | +9.4% |
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 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