+303.9%
SYF vs CBRE
+338.5%
-34.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -2.0% |
| 7D | -4.7% | +1.0% | -5.7% | -5.5% |
| 30D | +0.6% | +5.6% | -5.1% | -3.6% |
| 3M | -6.8% | -6.8% | -0.1% | -3.7% |
| 6M | +0.5% | -5.6% | +6.1% | +2.4% |
| YTD | -11.1% | -14.1% | +2.9% | -5.2% |
| 1Y | +1.3% | -9.5% | +10.8% | +4.2% |
| 3Y | +164.6% | +91.8% | +72.9% | +55.6% |
| 5Y | +65.2% | +30.3% | +34.8% | +25.8% |
| 10Y | +204.6% | +406.9% | -202.3% | +3.1% |
| All | +303.9% | +338.5% | -34.6% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling