+127.0%
CHRW vs SYF
+218.0%
-91.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +0.2% | -4.7% | +4.9% | +1.2% |
| 30D | -9.4% | +0.6% | -9.9% | -9.5% |
| 3M | -13.3% | -6.8% | -6.4% | -12.1% |
| 6M | -24.2% | +0.5% | -24.7% | -24.8% |
| YTD | -18.9% | -11.1% | -7.7% | -17.6% |
| 1Y | -12.4% | +1.3% | -13.7% | -13.4% |
| 3Y | +72.2% | +164.6% | -92.4% | +37.2% |
| 5Y | +53.4% | +65.2% | -11.8% | +30.6% |
| 10Y | +127.0% | +204.6% | -77.6% | +67.2% |
| All | +127.0% | +218.0% | -91.0% | +67.2% |
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