+300.4%
SYF vs CRS
+556.8%
-256.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | -2.0% | +4.8% | -6.8% | -4.1% |
| 30D | +1.2% | -23.2% | +24.4% | +10.1% |
| 3M | -9.4% | -45.5% | +36.1% | +12.9% |
| 6M | +4.4% | -33.1% | +37.5% | +18.2% |
| YTD | -11.9% | -7.2% | -4.7% | -14.4% |
| 1Y | -0.4% | -10.0% | +9.6% | -2.3% |
| 3Y | +159.6% | +332.3% | -172.8% | +23.3% |
| 5Y | +60.9% | +801.9% | -741.0% | -47.8% |
| 10Y | +180.9% | +820.9% | -640.0% | -21.1% |
| All | +300.4% | +556.8% | -256.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling