+340.9%
SYF vs CDW
+464.5%
-123.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +2.4% | +3.2% | -0.8% | +0.5% |
| 30D | +0.8% | +9.3% | -8.4% | -4.9% |
| 3M | +13.4% | +9.8% | +3.6% | +4.9% |
| 6M | +16.3% | +23.3% | -7.0% | -4.2% |
| YTD | -3.0% | +13.7% | -16.7% | -16.4% |
| 1Y | +5.7% | -6.5% | +12.2% | +2.7% |
| 3Y | +160.1% | -25.2% | +185.3% | +186.3% |
| 5Y | +88.5% | -19.5% | +108.0% | +92.2% |
| 10Y | +263.1% | +285.8% | -22.7% | +71.7% |
| All | +340.9% | +464.5% | -123.6% | +85.2% |
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