-7.3%
CMG vs SYK
-28.8%
+21.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.9% |
| 7D | -3.8% | -12.3% | +8.5% | +0.2% |
| 30D | +12.9% | -22.4% | +35.4% | +22.7% |
| 3M | +18.8% | -12.3% | +31.1% | +22.0% |
| 6M | +4.1% | -24.3% | +28.4% | +13.3% |
| YTD | -2.4% | -22.8% | +20.4% | +5.0% |
| All | -7.3% | -28.8% | +21.6% | +4.8% |
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 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