+59.6%
SYF vs CRS
+842.0%
-782.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -3.3% | +7.4% | -10.7% | -5.6% |
| 30D | -2.2% | -21.2% | +19.0% | +4.2% |
| 3M | -9.3% | -43.3% | +33.9% | +7.7% |
| 6M | +2.1% | -29.4% | +31.5% | +11.1% |
| YTD | -12.6% | -4.7% | -8.0% | -15.9% |
| 1Y | -3.4% | -9.6% | +6.1% | -5.4% |
| 3Y | +156.5% | +355.5% | -199.0% | +31.0% |
| 5Y | +59.6% | +826.6% | -767.0% | -39.3% |
| All | +59.6% | +842.0% | -782.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling