-22.3%
SYK vs CRS
+102.1%
-124.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -10.1% | -16.6% | +6.6% | -10.3% |
| 3M | +0.9% | -3.5% | +4.4% | -0.1% |
| 6M | -20.2% | +15.4% | -35.6% | -21.6% |
| YTD | -13.3% | +51.2% | -64.5% | -14.4% |
| 1Y | -22.3% | +98.3% | -120.6% | -22.4% |
| All | -22.3% | +102.1% | -124.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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