-14.6%
CLS vs SYK
-8.4%
-6.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.8% | +14.4% | +0.4% |
| 7D | +12.8% | -12.9% | +25.7% | +4.4% |
| 30D | +3.8% | -18.5% | +22.3% | -7.2% |
| 3M | -14.6% | -8.1% | -6.5% | -9.8% |
| All | -14.6% | -8.4% | -6.2% | -9.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling