+28.5%
SYF vs CAI
-11.0%
+39.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | -1.1% | +2.7% | -3.8% | -1.5% |
| 3M | +7.4% | +41.7% | -34.3% | +2.0% |
| 6M | +16.2% | +26.5% | -10.3% | +11.0% |
| YTD | -6.1% | -10.9% | +4.8% | -7.0% |
| 1Y | +3.4% | -29.2% | +32.6% | +3.8% |
| All | +28.5% | -11.0% | +39.5% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling