+333.7%
SYF vs CPAY
+200.7%
+133.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.3% |
| 7D | +2.6% | +0.6% | +2.1% | +2.3% |
| 30D | 0.0% | +3.6% | -3.6% | -2.3% |
| 3M | +11.9% | +16.6% | -4.7% | +1.3% |
| 6M | +18.9% | +29.5% | -10.6% | -0.7% |
| YTD | -4.6% | +35.3% | -39.9% | -23.7% |
| 1Y | +6.4% | +30.6% | -24.3% | -13.6% |
| 3Y | +167.2% | +49.7% | +117.4% | +96.4% |
| 5Y | +92.3% | +54.4% | +37.9% | +35.9% |
| 10Y | +263.2% | +142.8% | +120.4% | +112.5% |
| All | +333.7% | +200.7% | +133.0% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling