+115.1%
CSGP vs SYF
+340.9%
-225.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.8% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | -8.2% | +13.4% | -21.6% | -11.9% |
| 6M | -35.1% | +16.3% | -51.4% | -38.3% |
| YTD | -54.0% | -3.0% | -51.0% | -54.1% |
| 1Y | -65.3% | +5.7% | -71.0% | -66.3% |
| 3Y | -62.6% | +160.1% | -222.7% | -73.0% |
| 5Y | -64.8% | +88.5% | -153.3% | -72.9% |
| 10Y | +45.1% | +263.1% | -218.0% | -20.3% |
| All | +115.1% | +340.9% | -225.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling