+167.6%
SYK vs CRS
+1,409.1%
-1,241.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.5% |
| 7D | -12.3% | -4.1% | -8.2% | -11.5% |
| 30D | -22.4% | -16.6% | -5.9% | -19.6% |
| 3M | -12.3% | -14.3% | +1.9% | -10.3% |
| 6M | -24.3% | +11.6% | -35.9% | -27.2% |
| YTD | -22.8% | +42.6% | -65.3% | -29.9% |
| 1Y | -28.8% | +81.8% | -110.6% | -39.4% |
| 3Y | -4.0% | +632.1% | -636.0% | -43.6% |
| 5Y | +3.8% | +1,401.6% | -1,397.8% | -51.3% |
| All | +167.6% | +1,409.1% | -1,241.5% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling