+421.5%
CARR vs SYF
+551.8%
-130.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -3.8% | -4.9% | +1.1% | -2.0% |
| 30D | -8.9% | -4.3% | -4.6% | -7.5% |
| 3M | -17.3% | +5.5% | -22.8% | -19.2% |
| 6M | -1.4% | +17.5% | -18.9% | -7.2% |
| YTD | +10.0% | -7.8% | +17.8% | +12.3% |
| 1Y | -6.4% | +1.6% | -8.0% | -7.9% |
| 3Y | +1.5% | +154.8% | -153.3% | -30.1% |
| 5Y | +9.3% | +79.5% | -70.2% | -18.1% |
| All | +421.5% | +551.8% | -130.3% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling