+776.5%
CCL vs SYK
+22,728.0%
-21,951.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -4.4% | -11.8% | +7.4% | +0.7% |
| 30D | -18.2% | -20.4% | +2.2% | -10.1% |
| 3M | -17.7% | -12.1% | -5.6% | -13.8% |
| 6M | -13.0% | -24.3% | +11.3% | -3.0% |
| YTD | -24.5% | -21.2% | -3.3% | -17.5% |
| 1Y | -26.9% | -29.2% | +2.2% | -16.6% |
| 3Y | +50.8% | -2.1% | +52.8% | +50.8% |
| 5Y | -0.9% | +4.7% | -5.7% | -2.3% |
| 10Y | -41.7% | +178.2% | -219.9% | -55.9% |
| All | +776.5% | +22,728.0% | -21,951.5% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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