+163.3%
SYF vs CDW
-21.8%
+185.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -3.2% |
| 30D | +2.5% | +14.7% | -12.2% | -2.9% |
| 3M | -6.3% | +11.1% | -17.4% | -10.8% |
| 6M | -1.5% | +45.6% | -47.0% | -18.2% |
| YTD | -10.5% | +17.1% | -27.6% | -19.9% |
| 1Y | +1.5% | +13.2% | -11.7% | -7.2% |
| 3Y | +163.3% | -22.2% | +185.5% | +176.9% |
| All | +163.3% | -21.8% | +185.0% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling