-22.3%
SYK vs CART
+14.4%
-36.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.3% | +1.0% | -9.4% | -8.4% |
| 30D | -10.1% | +12.6% | -22.7% | -10.8% |
| 3M | +0.9% | +23.1% | -22.2% | -0.3% |
| 6M | -20.2% | +39.5% | -59.7% | -21.5% |
| YTD | -13.3% | +13.5% | -26.8% | -13.9% |
| 1Y | -22.3% | +14.9% | -37.2% | -24.6% |
| All | -22.3% | +14.4% | -36.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling