-60.3%
CSGP vs SYF
+158.5%
-218.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 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% | -55.4% |
| 3Y | -60.3% | +163.3% | -223.6% | -69.9% |
| All | -60.3% | +158.5% | -218.9% | -69.9% |
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