+413.3%
CRH vs SYF
+319.2%
+94.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.1% | -4.9% | -1.1% | -3.9% |
| 30D | -9.3% | -4.3% | -5.0% | -7.5% |
| 3M | -15.2% | +5.5% | -20.7% | -17.4% |
| 6M | -14.2% | +17.5% | -31.7% | -20.3% |
| YTD | -28.3% | -7.8% | -20.5% | -26.4% |
| 1Y | -21.8% | +1.6% | -23.4% | -23.4% |
| 3Y | +71.6% | +154.8% | -83.2% | +7.8% |
| 5Y | +96.6% | +79.5% | +17.1% | +39.2% |
| 10Y | +253.8% | +256.4% | -2.5% | +62.7% |
| All | +413.3% | +319.2% | +94.0% | +145.8% |
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 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