-7.2%
SYK vs CHRW
+87.9%
-95.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -12.3% | +4.4% | -16.7% | -12.6% |
| 30D | -22.4% | +5.5% | -27.9% | -22.7% |
| 3M | -12.3% | -17.3% | +4.9% | -11.6% |
| 6M | -24.3% | -12.7% | -11.7% | -24.1% |
| YTD | -22.8% | -4.1% | -18.6% | -23.3% |
| 1Y | -28.8% | +21.2% | -50.0% | -30.7% |
| All | -7.2% | +87.9% | -95.1% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling