+167.1%
SYF vs CDW
-25.3%
+192.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +2.4% | +3.2% | -0.8% | +1.2% |
| 30D | +0.8% | +9.3% | -8.4% | -2.8% |
| 3M | +13.4% | +9.8% | +3.6% | +8.0% |
| 6M | +16.3% | +23.3% | -7.0% | +1.5% |
| YTD | -3.0% | +13.7% | -16.7% | -11.7% |
| 1Y | +5.7% | -6.5% | +12.2% | +7.8% |
| All | +167.1% | -25.3% | +192.5% | +179.3% |
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