-3.5%
SYK vs CART
+11.0%
-14.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | -0.1% |
| 7D | -11.8% | -9.5% | -2.3% | -11.0% |
| 30D | -20.4% | -7.8% | -12.6% | -19.8% |
| 3M | -12.1% | +10.4% | -22.5% | -12.8% |
| 6M | -24.3% | +20.1% | -44.4% | -25.6% |
| YTD | -21.2% | +3.7% | -24.9% | -21.6% |
| 1Y | -29.2% | +2.6% | -31.7% | -29.7% |
| All | -3.5% | +11.0% | -14.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling