+306.8%
SYF vs CRL
+509.0%
-202.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -3.7% |
| 7D | -2.1% | -6.1% | +4.0% | -0.1% |
| 30D | +2.5% | +12.4% | -9.9% | -3.4% |
| 3M | -6.3% | +27.1% | -33.4% | -16.6% |
| 6M | -1.5% | +85.7% | -87.2% | -26.4% |
| YTD | -10.5% | +69.2% | -79.7% | -31.5% |
| 1Y | +1.5% | +97.5% | -96.0% | -27.6% |
| 3Y | +163.3% | +86.1% | +77.2% | +78.4% |
| 5Y | +66.8% | -10.0% | +76.8% | +53.2% |
| 10Y | +228.5% | +395.0% | -166.5% | +28.3% |
| All | +306.8% | +509.0% | -202.2% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling