+174.7%
SYF vs CBRE
+73.2%
+101.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.4% | -2.0% | +4.4% | +3.3% |
| 30D | +0.8% | -2.2% | +3.0% | +1.6% |
| 3M | +13.4% | +12.9% | +0.5% | +6.3% |
| 6M | +16.3% | +4.3% | +12.0% | +13.1% |
| YTD | -3.0% | -8.0% | +5.0% | -0.6% |
| 1Y | +5.7% | -8.6% | +14.3% | +8.5% |
| All | +174.7% | +73.2% | +101.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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