-4.6%
CARR vs SYF
+7.1%
-11.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.6% | +2.4% | -0.8% | +0.6% |
| 30D | -8.7% | +0.8% | -9.6% | -9.1% |
| 3M | -12.6% | +13.4% | -26.0% | -17.0% |
| 6M | -1.5% | +16.3% | -17.9% | -7.4% |
| YTD | +14.3% | -3.0% | +17.3% | +11.8% |
| 1Y | -4.6% | +5.7% | -10.3% | -13.0% |
| All | -4.6% | +7.1% | -11.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling