-63.1%
CSGP vs SYF
+63.1%
-126.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | -3.2% | -4.2% | +1.0% | -1.8% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | -3.7% | -7.9% | +4.2% | -1.2% |
| 6M | -7.4% | -1.1% | -6.3% | -7.7% |
| YTD | -54.9% | -12.6% | -42.3% | -53.4% |
| 1Y | -54.9% | -2.4% | -52.5% | -55.1% |
| 3Y | -61.9% | +156.6% | -218.6% | -73.6% |
| 5Y | -63.1% | +61.9% | -125.0% | -71.0% |
| All | -63.1% | +63.1% | -126.2% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling