-29.8%
SYK vs CART
+1.9%
-31.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.0% |
| 3M | -12.3% | +14.6% | -27.0% | -12.9% |
| 6M | -24.3% | +24.4% | -48.7% | -25.1% |
| YTD | -22.8% | +5.0% | -27.8% | -22.6% |
| All | -29.8% | +1.9% | -31.7% | -30.9% |
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