+92.3%
SYF vs CRL
-37.4%
+129.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | 0.0% | +5.0% | -4.9% | -1.7% |
| 3M | +11.9% | +50.6% | -38.7% | -3.3% |
| 6M | +18.9% | +60.9% | -42.0% | -0.7% |
| YTD | -4.6% | +40.7% | -45.3% | -16.9% |
| 1Y | +6.4% | +73.3% | -66.9% | -14.8% |
| 3Y | +167.2% | +40.6% | +126.6% | +118.9% |
| 5Y | +92.3% | -37.0% | +129.3% | +69.6% |
| All | +92.3% | -37.4% | +129.8% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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