+85.6%
SYF vs CRS
+1,446.1%
-1,360.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -1.1% | -18.1% | +17.0% | +5.7% |
| 3M | +7.4% | -12.4% | +19.8% | +11.3% |
| 6M | +16.2% | +15.9% | +0.3% | +8.1% |
| YTD | -6.1% | +45.8% | -52.0% | -20.3% |
| 1Y | +3.4% | +87.8% | -84.4% | -21.7% |
| 3Y | +162.9% | +648.7% | -485.9% | +14.1% |
| 5Y | +85.6% | +1,416.6% | -1,331.0% | -42.2% |
| All | +85.6% | +1,446.1% | -1,360.5% | -42.2% |
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