-29.8%
SYK vs CRS
+81.6%
-111.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -2.0% |
| 7D | -12.3% | -4.1% | -8.2% | -12.3% |
| 30D | -22.4% | -16.6% | -5.9% | -22.6% |
| 3M | -12.3% | -14.3% | +1.9% | -13.0% |
| 6M | -24.3% | +11.6% | -35.9% | -25.7% |
| YTD | -22.8% | +42.6% | -65.3% | -23.9% |
| All | -29.8% | +81.6% | -111.5% | -30.5% |
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