+340.9%
SYF vs CPB
-25.0%
+365.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +2.4% | -8.6% | +11.0% | +3.4% |
| 30D | +0.8% | -7.2% | +8.1% | +1.6% |
| 3M | +13.4% | +0.9% | +12.5% | +13.1% |
| 6M | +16.3% | -11.8% | +28.2% | +17.6% |
| YTD | -3.0% | -19.4% | +16.4% | -1.1% |
| 1Y | +5.7% | -30.4% | +36.1% | +9.6% |
| 3Y | +160.1% | -40.2% | +200.3% | +172.9% |
| 5Y | +88.5% | -39.5% | +128.0% | +96.3% |
| 10Y | +263.1% | -47.4% | +310.5% | +280.7% |
| All | +340.9% | -25.0% | +365.9% | +303.5% |
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 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