-29.8%
SYK vs CRH
-21.0%
-8.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -12.3% | -4.8% | -7.6% | -11.4% |
| 30D | -22.4% | -13.1% | -9.3% | -20.4% |
| 3M | -12.3% | -12.0% | -0.4% | -10.1% |
| 6M | -24.3% | -16.9% | -7.4% | -22.0% |
| YTD | -22.8% | -29.0% | +6.2% | -20.5% |
| All | -29.8% | -21.0% | -8.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling