+4.7%
CARR vs SYF
+60.4%
-55.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +3.5% | -2.0% | +5.5% | +4.3% |
| 30D | +0.4% | +1.2% | -0.8% | -0.2% |
| 3M | -14.1% | -9.4% | -4.7% | -10.8% |
| 6M | -16.7% | +4.4% | -21.1% | -18.5% |
| YTD | +4.2% | -11.9% | +16.1% | +8.3% |
| 1Y | -0.2% | -0.4% | +0.2% | -1.3% |
| 3Y | +10.9% | +159.6% | -148.7% | -28.1% |
| All | +4.7% | +60.4% | -55.7% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling