+6.3%
SYK vs CART
+21.6%
-15.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | +0.9% | +23.1% | -22.2% | -0.9% |
| 6M | -20.2% | +39.5% | -59.7% | -22.5% |
| YTD | -13.3% | +13.5% | -26.8% | -14.4% |
| 1Y | -22.3% | +14.9% | -37.2% | -23.7% |
| All | +6.3% | +21.6% | -15.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling