+206.0%
SYF vs CPB
-39.9%
+245.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -4.3% | +3.3% | -7.5% | -4.6% |
| 30D | +1.0% | +19.0% | -18.0% | -0.7% |
| 3M | -6.4% | +0.4% | -6.9% | -6.6% |
| 6M | +1.0% | +13.0% | -12.0% | -0.5% |
| YTD | -10.7% | -12.7% | +2.0% | -10.0% |
| 1Y | +1.8% | -20.9% | +22.6% | +3.7% |
| 3Y | +165.8% | -35.4% | +201.2% | +175.4% |
| 5Y | +65.9% | -32.3% | +98.2% | +70.0% |
| 10Y | +206.0% | -40.5% | +246.5% | +226.6% |
| All | +206.0% | -39.9% | +245.9% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling