+91.3%
SYF vs CVE
+317.2%
-225.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.4% | +2.5% | -0.1% | +1.7% |
| 30D | +0.8% | +16.7% | -15.9% | -3.5% |
| 3M | +13.4% | +9.3% | +4.1% | +9.8% |
| 6M | +16.3% | +43.6% | -27.3% | +2.2% |
| YTD | -3.0% | +93.6% | -96.6% | -23.6% |
| 1Y | +5.7% | +98.8% | -93.0% | -18.0% |
| 3Y | +160.1% | +73.6% | +86.5% | +103.6% |
| All | +91.3% | +317.2% | -225.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling