+88.6%
CHRW vs SYF
+89.0%
-0.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | -19.9% | +11.9% | -31.8% | -22.6% |
| 6M | -15.8% | +18.9% | -34.7% | -20.0% |
| YTD | -5.6% | -4.6% | -1.0% | -5.5% |
| 1Y | +21.0% | +6.4% | +14.7% | +17.8% |
| 3Y | +86.0% | +167.2% | -81.1% | +41.9% |
| 5Y | +88.6% | +92.3% | -3.7% | +44.4% |
| All | +88.6% | +89.0% | -0.4% | +44.4% |
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