+263.2%
SYF vs CPB
-45.7%
+308.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | +2.6% | -8.2% | +10.8% | +3.4% |
| 30D | 0.0% | -5.6% | +5.6% | +0.5% |
| 3M | +11.9% | +3.0% | +9.0% | +11.4% |
| 6M | +18.9% | -12.7% | +31.6% | +20.2% |
| YTD | -4.6% | -18.0% | +13.4% | -3.1% |
| 1Y | +6.4% | -31.7% | +38.1% | +10.2% |
| 3Y | +167.2% | -41.0% | +208.1% | +179.6% |
| 5Y | +92.3% | -38.4% | +130.7% | +99.2% |
| 10Y | +263.2% | -45.0% | +308.1% | +282.5% |
| All | +263.2% | -45.7% | +308.8% | +282.5% |
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