+3,465.7%
SYK vs CHRW
+4,254.3%
-788.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -11.8% | +4.1% | -15.9% | -12.6% |
| 30D | -20.4% | +1.9% | -22.3% | -20.8% |
| 3M | -12.1% | -21.2% | +9.1% | -8.1% |
| 6M | -24.3% | -16.7% | -7.7% | -22.2% |
| YTD | -21.2% | -5.4% | -15.9% | -22.0% |
| 1Y | -29.2% | +21.2% | -50.3% | -34.3% |
| 3Y | -2.1% | +86.5% | -88.5% | -20.1% |
| 5Y | +4.7% | +93.0% | -88.3% | -16.5% |
| 10Y | +178.2% | +174.5% | +3.7% | +100.9% |
| All | +3,465.7% | +4,254.3% | -788.6% | +1,506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling