+167.1%
SYF vs CVE
+72.1%
+95.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | +0.8% | +16.7% | -15.9% | -2.8% |
| 3M | +13.4% | +9.3% | +4.1% | +10.7% |
| 6M | +16.3% | +43.6% | -27.3% | +2.5% |
| YTD | -3.0% | +93.6% | -96.6% | -24.4% |
| 1Y | +5.7% | +98.8% | -93.0% | -19.3% |
| All | +167.1% | +72.1% | +95.1% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling