+308.6%
SYF vs CVE
+16.0%
+292.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.5% |
| 7D | -3.8% | -14.1% | +10.3% | +0.2% |
| 30D | +2.6% | -11.6% | +14.3% | +5.9% |
| 3M | -6.5% | 0.0% | -6.6% | -7.3% |
| 6M | +0.8% | -8.4% | +9.2% | +1.4% |
| YTD | -10.1% | +65.9% | -76.0% | -25.5% |
| 1Y | +0.8% | +69.4% | -68.6% | -17.2% |
| 3Y | +158.8% | +55.9% | +102.9% | +113.9% |
| 5Y | +67.5% | +146.2% | -78.7% | +15.9% |
| 10Y | +230.0% | +140.6% | +89.3% | +69.7% |
| All | +308.6% | +16.0% | +292.6% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling