+61.0%
SYF vs CDW
-4.0%
+65.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.0% | +9.3% | -11.4% | -5.8% |
| 30D | +1.2% | +14.4% | -13.2% | -5.3% |
| 3M | -9.4% | +21.4% | -30.8% | -18.3% |
| 6M | +4.4% | +72.8% | -68.4% | -23.6% |
| YTD | -11.9% | +28.0% | -39.9% | -26.6% |
| 1Y | -0.4% | +19.3% | -19.8% | -13.2% |
| 3Y | +159.6% | -15.3% | +174.9% | +167.4% |
| All | +61.0% | -4.0% | +65.0% | +40.4% |
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 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