+93.6%
SYK vs CARR
+414.1%
-320.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -12.3% | -4.1% | -8.2% | -11.4% |
| 30D | -22.4% | -11.0% | -11.5% | -20.2% |
| 3M | -12.3% | -16.4% | +4.0% | -8.9% |
| 6M | -24.3% | -2.4% | -21.9% | -25.1% |
| YTD | -22.8% | +8.4% | -31.2% | -26.0% |
| 1Y | -28.8% | -8.0% | -20.8% | -28.8% |
| 3Y | -4.0% | +0.6% | -4.6% | -8.8% |
| 5Y | +3.8% | +7.7% | -3.9% | -6.6% |
| All | +93.6% | +414.1% | -320.5% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling