+5.0%
SYK vs CARR
+6.8%
-1.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -12.3% | -4.1% | -8.2% | -11.3% |
| 30D | -22.4% | -11.0% | -11.5% | -20.0% |
| 3M | -12.3% | -16.4% | +4.0% | -8.7% |
| 6M | -24.3% | -2.4% | -21.9% | -25.4% |
| YTD | -22.8% | +8.4% | -31.2% | -26.8% |
| 1Y | -28.8% | -8.0% | -20.8% | -29.0% |
| 3Y | -4.0% | +0.6% | -4.6% | -11.0% |
| All | +5.0% | +6.8% | -1.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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