+357.9%
CRM vs SYF
+326.7%
+31.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -5.0% | -1.3% | -3.6% | -4.5% |
| 30D | +23.6% | -1.1% | +24.7% | +23.9% |
| 3M | +39.6% | +7.4% | +32.2% | +35.8% |
| 6M | +23.4% | +16.2% | +7.2% | +16.8% |
| YTD | -7.4% | -6.1% | -1.2% | -6.6% |
| 1Y | -2.3% | +3.4% | -5.7% | -4.6% |
| 3Y | +10.5% | +162.9% | -152.3% | -21.9% |
| 5Y | -4.7% | +85.6% | -90.3% | -27.1% |
| 10Y | +234.7% | +262.7% | -28.0% | +84.1% |
| All | +357.9% | +326.7% | +31.1% | +135.7% |
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