+204.6%
SYF vs CDW
+325.6%
-121.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -3.5% |
| 7D | -4.7% | +9.3% | -14.0% | -10.4% |
| 30D | +0.6% | +15.8% | -15.2% | -9.1% |
| 3M | -6.8% | +21.8% | -28.6% | -19.5% |
| 6M | +0.5% | +58.8% | -58.2% | -29.4% |
| YTD | -11.1% | +22.8% | -33.9% | -29.0% |
| 1Y | +1.3% | +17.9% | -16.6% | -16.8% |
| 3Y | +164.6% | -17.4% | +182.1% | +169.4% |
| 5Y | +65.2% | -5.7% | +70.9% | +47.6% |
| 10Y | +204.6% | +319.5% | -114.9% | +23.4% |
| All | +204.6% | +325.6% | -121.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling