+67.3%
CSGP vs SYF
+218.0%
-150.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | -1.8% | -4.7% | +2.9% | -0.5% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | +3.3% | -6.8% | +10.1% | +5.3% |
| 6M | -4.7% | +0.5% | -5.2% | -5.3% |
| YTD | -53.5% | -11.1% | -42.4% | -52.4% |
| 1Y | -53.7% | +1.3% | -55.0% | -54.4% |
| 3Y | -59.7% | +164.6% | -224.4% | -70.5% |
| 5Y | -62.5% | +65.2% | -127.6% | -69.6% |
| 10Y | +67.3% | +204.6% | -137.3% | +4.8% |
| All | +67.3% | +218.0% | -150.7% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling