-5.3%
SYK vs CART
+12.5%
-17.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -12.3% | -8.7% | -3.7% | -11.6% |
| 30D | -22.4% | -4.4% | -18.1% | -22.1% |
| 3M | -12.3% | +14.6% | -27.0% | -13.3% |
| 6M | -24.3% | +24.4% | -48.7% | -25.8% |
| YTD | -22.8% | +5.0% | -27.8% | -23.2% |
| 1Y | -28.8% | +0.5% | -29.3% | -29.2% |
| All | -5.3% | +12.5% | -17.8% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling