+299.1%
SYF vs CPB
-20.8%
+319.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | -3.6% | -4.1% | +0.5% | -3.1% |
| 30D | -1.7% | +16.9% | -18.7% | -3.5% |
| 3M | -7.8% | -0.6% | -7.3% | -7.9% |
| 6M | +3.4% | +11.4% | -8.0% | +1.8% |
| YTD | -12.2% | -14.8% | +2.6% | -11.1% |
| 1Y | -1.6% | -24.8% | +23.2% | +1.2% |
| 3Y | +157.8% | -36.6% | +194.4% | +168.6% |
| 5Y | +61.9% | -33.3% | +95.2% | +66.4% |
| 10Y | +180.0% | -40.4% | +220.4% | +187.4% |
| All | +299.1% | -20.8% | +319.9% | +262.7% |
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