-5.3%
SYK vs CRL
+85.3%
-90.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -7.3% | +16.6% | +10.0% |
| 7D | +11.7% | -12.8% | +24.5% | +13.3% |
| 30D | +19.1% | +5.0% | +14.1% | +17.7% |
| 3M | +1.4% | +39.4% | -38.0% | -3.4% |
| 6M | +17.4% | +89.4% | -71.9% | +7.9% |
| YTD | -2.5% | +63.6% | -66.1% | -8.3% |
| 1Y | -5.3% | +83.5% | -88.8% | -12.9% |
| All | -5.3% | +85.3% | -90.6% | -12.9% |
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