+306.8%
SYF vs CDW
+481.7%
-174.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -2.1% | +2.1% | -4.2% | -4.1% |
| 30D | +2.5% | +14.7% | -12.2% | -6.4% |
| 3M | -6.3% | +11.1% | -17.4% | -14.0% |
| 6M | -1.5% | +45.6% | -47.0% | -25.8% |
| YTD | -10.5% | +17.1% | -27.6% | -25.6% |
| 1Y | +1.5% | +13.2% | -11.7% | -13.7% |
| 3Y | +163.3% | -22.2% | +185.5% | +177.8% |
| 5Y | +66.8% | -10.1% | +76.9% | +55.6% |
| 10Y | +228.5% | +307.0% | -78.5% | +48.8% |
| All | +306.8% | +481.7% | -174.9% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling