-22.3%
SYK vs CRL
+78.8%
-101.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -8.3% | -1.0% | -7.3% | -8.2% |
| 30D | -10.1% | +10.7% | -20.7% | -11.2% |
| 3M | +0.9% | +55.3% | -54.4% | -4.6% |
| 6M | -20.2% | +60.7% | -80.8% | -24.9% |
| YTD | -13.3% | +44.6% | -57.9% | -17.0% |
| 1Y | -22.3% | +77.7% | -100.1% | -27.7% |
| All | -22.3% | +78.8% | -101.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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