+218.5%
SYF vs CVE
+136.1%
+82.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -2.1% | -16.1% | +14.0% | +3.0% |
| 30D | +2.5% | -10.4% | +12.9% | +5.5% |
| 3M | -6.3% | -2.4% | -3.9% | -6.4% |
| 6M | -1.5% | -4.4% | +3.0% | -2.2% |
| YTD | -10.5% | +64.9% | -75.5% | -26.9% |
| 1Y | +1.5% | +66.0% | -64.5% | -17.5% |
| 3Y | +163.3% | +57.7% | +105.6% | +112.9% |
| 5Y | +66.8% | +144.7% | -78.0% | +11.2% |
| All | +218.5% | +136.1% | +82.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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