+3,369.0%
CLS vs SYK
+3,517.3%
-148.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.7% |
| 7D | +5.0% | -12.3% | +17.3% | +10.5% |
| 30D | +4.8% | -22.4% | +27.2% | +15.9% |
| 3M | -10.4% | -12.3% | +2.0% | -7.6% |
| 6M | +20.8% | -24.3% | +45.1% | +31.8% |
| YTD | +10.0% | -22.8% | +32.8% | +18.5% |
| 1Y | +28.5% | -28.8% | +57.3% | +42.6% |
| 3Y | +1,292.2% | -4.0% | +1,296.2% | +1,244.9% |
| 5Y | +3,616.8% | +3.8% | +3,613.0% | +3,328.3% |
| 10Y | +2,959.5% | +172.8% | +2,786.6% | +1,748.7% |
| All | +3,369.0% | +3,517.3% | -148.3% | +706.9% |
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