-62.8%
CSGP vs SYF
+164.6%
-227.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.7% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | -8.2% | +13.4% | -21.6% | -11.6% |
| 6M | -35.1% | +16.3% | -51.4% | -38.1% |
| YTD | -54.0% | -3.0% | -51.0% | -54.0% |
| 1Y | -65.3% | +5.7% | -71.0% | -66.2% |
| All | -62.8% | +164.6% | -227.4% | -72.2% |
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