-3.3%
CMG vs SYK
+3.4%
-6.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.3% |
| 7D | -3.8% | -12.3% | +8.5% | +2.4% |
| 30D | +12.9% | -22.4% | +35.4% | +27.9% |
| 3M | +18.8% | -12.3% | +31.1% | +25.0% |
| 6M | +4.1% | -24.3% | +28.4% | +18.4% |
| YTD | -2.4% | -22.8% | +20.4% | +9.4% |
| 1Y | -6.7% | -28.8% | +22.1% | +9.3% |
| 3Y | -7.1% | -4.0% | -3.1% | -9.1% |
| All | -3.3% | +3.4% | -6.7% | -13.8% |
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 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