+22,282.0%
SYK vs CAH
+14,391.1%
+7,890.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -12.3% | -5.1% | -7.3% | -10.8% |
| 30D | -22.4% | -1.8% | -20.7% | -22.0% |
| 3M | -12.3% | +9.4% | -21.7% | -14.8% |
| 6M | -24.3% | +9.2% | -33.6% | -26.5% |
| YTD | -22.8% | +15.7% | -38.4% | -26.7% |
| 1Y | -28.8% | +59.7% | -88.5% | -39.4% |
| 3Y | -4.0% | +178.5% | -182.4% | -32.5% |
| 5Y | +3.8% | +398.3% | -394.4% | -40.2% |
| 10Y | +172.8% | +295.7% | -122.8% | +58.8% |
| All | +22,282.0% | +14,391.1% | +7,890.9% | +3,814.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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