+275.5%
SYF vs CFG
+347.0%
-71.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.5% |
| 30D | +2.5% | +1.1% | +1.4% | +1.6% |
| 3M | -6.3% | -12.0% | +5.7% | +2.9% |
| 6M | -1.5% | -2.2% | +0.8% | +0.1% |
| YTD | -10.5% | +11.4% | -21.9% | -17.8% |
| 1Y | +1.5% | +27.8% | -26.3% | -15.9% |
| 3Y | +163.3% | +173.3% | -10.0% | +25.7% |
| 5Y | +66.8% | +62.4% | +4.3% | +13.5% |
| 10Y | +228.5% | +249.6% | -21.1% | +26.6% |
| All | +275.5% | +347.0% | -71.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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