+155.4%
SYF vs CRBG
+117.3%
+38.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | -4.3% | +2.6% | -6.9% | -6.0% |
| 3M | +5.5% | +24.0% | -18.5% | -8.4% |
| 6M | +17.5% | +50.5% | -33.0% | -10.6% |
| YTD | -7.8% | +17.1% | -24.9% | -17.7% |
| 1Y | +1.6% | +5.9% | -4.2% | -3.6% |
| 3Y | +154.8% | +122.7% | +32.1% | +54.8% |
| All | +155.4% | +117.3% | +38.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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