+167.2%
SYF vs CRS
+653.3%
-486.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | +2.6% | -3.1% | +5.7% | +3.5% |
| 30D | 0.0% | -19.6% | +19.6% | +6.5% |
| 3M | +11.9% | -8.1% | +20.0% | +13.7% |
| 6M | +18.9% | +18.6% | +0.4% | +10.8% |
| YTD | -4.6% | +45.9% | -50.4% | -17.4% |
| 1Y | +6.4% | +82.5% | -76.1% | -16.0% |
| 3Y | +167.2% | +648.9% | -481.7% | +49.7% |
| All | +167.2% | +653.3% | -486.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling