+94.1%
CRH vs SYF
+77.7%
+16.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.1% | -4.9% | -1.1% | -4.0% |
| 30D | -9.3% | -4.3% | -5.0% | -7.6% |
| 3M | -15.2% | +5.5% | -20.7% | -17.4% |
| 6M | -14.2% | +17.5% | -31.7% | -20.1% |
| YTD | -28.3% | -7.8% | -20.5% | -26.5% |
| 1Y | -21.8% | +1.6% | -23.4% | -23.4% |
| 3Y | +71.6% | +154.8% | -83.2% | +8.8% |
| All | +94.1% | +77.7% | +16.4% | +36.8% |
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