+436.5%
CARR vs SYF
+574.3%
-137.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +3.2% | +2.6% | +0.6% | +2.3% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -11.9% | +11.9% | -23.8% | -15.7% |
| 6M | +2.0% | +18.9% | -16.9% | -4.4% |
| YTD | +13.2% | -4.6% | +17.7% | +14.0% |
| 1Y | -8.5% | +6.4% | -14.9% | -11.6% |
| 3Y | +5.0% | +167.2% | -162.2% | -29.0% |
| 5Y | +12.0% | +92.3% | -80.4% | -18.1% |
| All | +436.5% | +574.3% | -137.9% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling