+9,772.3%
CSX vs SYK
+25,027.4%
-15,255.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.3% |
| 7D | -3.4% | -8.3% | +5.0% | -1.0% |
| 30D | -3.1% | -10.1% | +7.0% | -0.2% |
| 3M | +7.2% | +0.9% | +6.3% | +6.3% |
| 6M | +16.2% | -20.2% | +36.4% | +22.9% |
| YTD | +37.5% | -13.3% | +50.8% | +41.9% |
| 1Y | +53.2% | -22.3% | +75.6% | +62.9% |
| 3Y | +68.2% | +9.7% | +58.5% | +60.8% |
| 5Y | +65.2% | +15.4% | +49.8% | +54.3% |
| 10Y | +504.1% | +192.9% | +311.3% | +338.9% |
| All | +9,772.3% | +25,027.4% | -15,255.1% | +3,314.2% |
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 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