+1,667.6%
SYK vs CRL
+1,327.4%
+340.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -11.8% | -4.6% | -7.2% | -10.6% |
| 30D | -20.4% | +0.5% | -20.9% | -20.5% |
| 3M | -12.1% | +46.6% | -58.7% | -21.2% |
| 6M | -24.3% | +57.3% | -81.6% | -34.2% |
| YTD | -21.2% | +39.5% | -60.8% | -29.6% |
| 1Y | -29.2% | +76.9% | -106.0% | -41.2% |
| 3Y | -2.1% | +39.4% | -41.4% | -17.9% |
| 5Y | +4.7% | -37.2% | +41.9% | +7.7% |
| 10Y | +178.2% | +253.4% | -75.2% | +70.7% |
| All | +1,667.6% | +1,327.4% | +340.2% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling