+306.8%
SYF vs CPB
-18.9%
+325.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | -2.1% | +8.0% | -10.1% | -3.0% |
| 30D | +2.5% | +22.4% | -19.9% | +0.2% |
| 3M | -6.3% | +2.5% | -8.8% | -6.7% |
| 6M | -1.5% | +12.2% | -13.7% | -3.0% |
| YTD | -10.5% | -12.8% | +2.3% | -9.6% |
| 1Y | +1.5% | -19.2% | +20.7% | +3.4% |
| 3Y | +163.3% | -35.6% | +198.8% | +173.9% |
| 5Y | +66.8% | -31.4% | +98.2% | +70.9% |
| 10Y | +228.5% | -37.9% | +266.4% | +234.4% |
| All | +306.8% | -18.9% | +325.7% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling