+7.7%
CARR vs SYF
+78.7%
-71.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.3% |
| 7D | -4.1% | -5.5% | +1.4% | -1.9% |
| 30D | -11.0% | -3.9% | -7.1% | -9.6% |
| 3M | -16.4% | +8.9% | -25.3% | -19.4% |
| 6M | -2.4% | +16.2% | -18.6% | -8.2% |
| YTD | +8.4% | -8.4% | +16.9% | +11.1% |
| 1Y | -8.0% | +2.6% | -10.6% | -10.1% |
| 3Y | +0.6% | +156.4% | -155.8% | -33.9% |
| 5Y | +7.7% | +78.2% | -70.4% | -24.5% |
| All | +7.7% | +78.7% | -71.0% | -24.5% |
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