+3.2%
CDE vs SYK
-6.5%
+9.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | +4.2% | +7.5% | -3.3% | +3.3% |
| 30D | -14.8% | +20.4% | -35.2% | -15.6% |
| 3M | -16.1% | -0.3% | -15.8% | -16.4% |
| 6M | -14.5% | +14.2% | -28.7% | -15.2% |
| YTD | -17.9% | -3.8% | -14.0% | -15.3% |
| 1Y | +3.2% | -5.3% | +8.5% | +8.0% |
| All | +3.2% | -6.5% | +9.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling