+322.1%
CORZ vs SYF
+102.1%
+220.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +23.5% | -2.0% | +25.5% | +25.0% |
| 30D | +7.5% | +1.2% | +6.3% | +6.4% |
| 3M | -26.6% | -9.4% | -17.2% | -22.1% |
| 6M | -39.5% | +4.4% | -43.9% | -42.1% |
| YTD | -0.3% | -11.9% | +11.6% | +5.8% |
| 1Y | -4.2% | -0.4% | -3.8% | -7.1% |
| All | +322.1% | +102.1% | +220.0% | +138.2% |
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 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