+11.8%
CRM vs SYF
+155.9%
-144.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -4.4% | -4.9% | +0.5% | -3.0% |
| 30D | +28.1% | -4.3% | +32.4% | +29.7% |
| 3M | +48.8% | +5.5% | +43.3% | +45.8% |
| 6M | +28.3% | +17.5% | +10.7% | +20.9% |
| YTD | -6.0% | -7.8% | +1.8% | -4.5% |
| 1Y | +1.4% | +1.6% | -0.2% | -0.3% |
| 3Y | +11.8% | +154.8% | -143.0% | -16.2% |
| All | +11.8% | +155.9% | -144.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling