+54.3%
CDE vs SYK
+173.6%
-119.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.2% |
| 7D | -6.1% | -12.3% | +6.3% | -0.2% |
| 30D | +9.5% | -22.4% | +31.9% | +23.0% |
| 3M | +32.0% | -12.3% | +44.3% | +38.2% |
| 6M | -12.8% | -24.3% | +11.5% | -2.0% |
| YTD | +14.2% | -22.8% | +37.0% | +25.9% |
| 1Y | +36.3% | -28.8% | +65.1% | +56.3% |
| 3Y | +821.4% | -4.0% | +825.4% | +797.8% |
| 5Y | +194.3% | +3.8% | +190.4% | +169.7% |
| All | +54.3% | +173.6% | -119.3% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling