+162.7%
CHRW vs SYF
+299.1%
-136.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.1% | -3.6% | +3.5% | +0.7% |
| 30D | -4.3% | -1.7% | -2.6% | -4.0% |
| 3M | -7.4% | -7.8% | +0.4% | -6.0% |
| 6M | -20.7% | +3.4% | -24.1% | -21.8% |
| YTD | -15.9% | -12.2% | -3.7% | -14.3% |
| 1Y | -9.9% | -1.6% | -8.3% | -10.4% |
| 3Y | +79.0% | +157.8% | -78.8% | +43.1% |
| 5Y | +61.3% | +61.9% | -0.6% | +38.0% |
| 10Y | +128.5% | +180.0% | -51.5% | +67.8% |
| All | +162.7% | +299.1% | -136.4% | +76.1% |
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