+65.2%
CSGP vs SYF
+221.7%
-156.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | +10.7% | +2.5% | +8.2% | +9.9% |
| 3M | +3.3% | -6.3% | +9.5% | +5.1% |
| 6M | -10.3% | -1.5% | -8.9% | -10.4% |
| YTD | -54.6% | -10.5% | -44.1% | -53.6% |
| 1Y | -54.6% | +1.5% | -56.2% | -55.3% |
| 3Y | -60.3% | +163.3% | -223.6% | -70.9% |
| 5Y | -63.3% | +66.8% | -130.1% | -70.4% |
| All | +65.2% | +221.7% | -156.4% | +2.2% |
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 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