+333.7%
SYF vs CNI
+127.4%
+206.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | +2.5% | +0.1% | +0.8% |
| 30D | 0.0% | -2.5% | +2.5% | +1.8% |
| 3M | +11.9% | +2.7% | +9.2% | +9.3% |
| 6M | +18.9% | +16.9% | +2.0% | +5.1% |
| YTD | -4.6% | +26.3% | -30.9% | -20.8% |
| 1Y | +6.4% | +31.1% | -24.7% | -14.5% |
| 3Y | +167.2% | +21.1% | +146.1% | +124.4% |
| 5Y | +92.3% | +11.0% | +81.3% | +70.2% |
| 10Y | +263.2% | +128.1% | +135.0% | +110.7% |
| All | +333.7% | +127.4% | +206.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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