+306.8%
SYF vs CCEP
+379.1%
-72.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | -2.1% | +2.6% | -4.7% | -3.6% |
| 30D | +2.5% | +15.1% | -12.6% | -5.7% |
| 3M | -6.3% | +7.3% | -13.5% | -10.4% |
| 6M | -1.5% | +23.4% | -24.9% | -13.4% |
| YTD | -10.5% | +29.4% | -39.9% | -24.2% |
| 1Y | +1.5% | +34.2% | -32.7% | -16.0% |
| 3Y | +163.3% | +108.4% | +54.9% | +61.2% |
| 5Y | +66.8% | +147.3% | -80.5% | -10.2% |
| 10Y | +228.5% | +301.3% | -72.8% | +43.1% |
| All | +306.8% | +379.1% | -72.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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