+303.9%
SYF vs CRL
+537.6%
-233.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.6% |
| 7D | -4.7% | +4.4% | -9.1% | -6.8% |
| 30D | +0.6% | +17.1% | -16.5% | -6.8% |
| 3M | -6.8% | +32.1% | -38.9% | -18.4% |
| 6M | +0.5% | +98.9% | -98.4% | -27.1% |
| YTD | -11.1% | +77.1% | -88.3% | -33.3% |
| 1Y | +1.3% | +110.3% | -109.0% | -29.7% |
| 3Y | +164.6% | +108.5% | +56.1% | +70.3% |
| 5Y | +65.2% | -7.9% | +73.0% | +50.6% |
| 10Y | +204.6% | +368.9% | -164.3% | +20.3% |
| All | +303.9% | +537.6% | -233.6% | +57.3% |
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