+167.6%
SYK vs CHRW
+182.4%
-14.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -12.3% | +4.4% | -16.7% | -13.2% |
| 30D | -22.4% | +5.5% | -27.9% | -23.5% |
| 3M | -12.3% | -17.3% | +4.9% | -9.4% |
| 6M | -24.3% | -12.7% | -11.7% | -23.1% |
| YTD | -22.8% | -4.1% | -18.6% | -24.1% |
| 1Y | -28.8% | +21.2% | -50.0% | -34.9% |
| 3Y | -4.0% | +88.9% | -92.9% | -25.5% |
| 5Y | +3.8% | +93.1% | -89.2% | -22.7% |
| All | +167.6% | +182.4% | -14.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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