-0.4%
SYF vs CAI
-6.2%
+5.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +1.3% |
| 7D | -2.0% | -8.7% | +6.7% | -1.0% |
| 30D | +1.2% | -23.8% | +25.0% | +3.8% |
| 3M | -9.4% | +3.9% | -13.2% | -11.6% |
| 6M | +4.4% | +56.8% | -52.4% | -6.3% |
| YTD | -11.9% | -14.6% | +2.7% | -9.6% |
| 1Y | -0.4% | -5.2% | +4.8% | +2.2% |
| All | -0.4% | -6.2% | +5.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling