+66.5%
SYF vs CDW
-10.5%
+77.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.1% | +2.1% | -4.2% | -3.6% |
| 30D | +2.5% | +14.7% | -12.2% | -4.4% |
| 3M | -6.3% | +11.1% | -17.4% | -12.2% |
| 6M | -1.5% | +45.6% | -47.0% | -21.6% |
| YTD | -10.5% | +17.1% | -27.6% | -22.4% |
| 1Y | +1.5% | +13.2% | -11.7% | -10.0% |
| 3Y | +163.3% | -22.2% | +185.5% | +181.3% |
| All | +66.5% | -10.5% | +77.0% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling