+78.2%
SYF vs CPAY
+53.2%
+25.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -5.5% | -2.7% | -2.9% | -4.0% |
| 30D | -3.9% | +0.6% | -4.4% | -4.3% |
| 3M | +8.9% | +17.0% | -8.1% | -1.6% |
| 6M | +16.2% | +24.1% | -7.9% | -0.1% |
| YTD | -8.4% | +35.7% | -44.2% | -27.1% |
| 1Y | +2.6% | +34.0% | -31.4% | -18.1% |
| 3Y | +156.4% | +50.3% | +106.1% | +86.2% |
| 5Y | +78.2% | +56.7% | +21.5% | +18.1% |
| All | +78.2% | +53.2% | +25.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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