+22,282.0%
SYK vs CAG
+569.4%
+21,712.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.2% |
| 7D | -12.3% | -5.9% | -6.4% | -10.9% |
| 30D | -22.4% | -1.5% | -20.9% | -22.1% |
| 3M | -12.3% | +11.5% | -23.8% | -14.8% |
| 6M | -24.3% | -15.7% | -8.6% | -21.1% |
| YTD | -22.8% | -10.2% | -12.6% | -21.1% |
| 1Y | -28.8% | -18.1% | -10.7% | -25.6% |
| 3Y | -4.0% | -39.4% | +35.4% | +7.0% |
| 5Y | +3.8% | -42.6% | +46.4% | +16.5% |
| 10Y | +172.8% | -35.6% | +208.4% | +181.5% |
| All | +22,282.0% | +569.4% | +21,712.6% | +11,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling