-5.3%
SYK vs CAG
-6.8%
+1.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.0% | +3.4% | +7.4% |
| 7D | +11.7% | +9.7% | +2.0% | +8.5% |
| 30D | +19.1% | +15.8% | +3.3% | +13.7% |
| 3M | +1.4% | +1.8% | -0.4% | +0.6% |
| 6M | +17.4% | +11.5% | +5.9% | +13.6% |
| YTD | -2.5% | -6.7% | +4.2% | -3.1% |
| 1Y | -5.3% | -5.6% | +0.3% | -6.7% |
| All | -5.3% | -6.8% | +1.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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