+607.3%
CEG vs SYK
+8.5%
+598.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.0% |
| 7D | +0.3% | -12.3% | +12.7% | +5.1% |
| 30D | +2.9% | -22.4% | +25.3% | +12.9% |
| 3M | +18.2% | -12.3% | +30.5% | +22.4% |
| 6M | -9.5% | -24.3% | +14.8% | -0.2% |
| YTD | -18.7% | -22.8% | +4.1% | -11.5% |
| 1Y | -10.1% | -28.8% | +18.6% | +1.2% |
| 3Y | +168.3% | -4.0% | +172.3% | +159.2% |
| All | +607.3% | +8.5% | +598.8% | +512.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling