+5.0%
SYK vs CB
+99.1%
-94.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -12.3% | -2.8% | -9.6% | -11.4% |
| 30D | -22.4% | -2.4% | -20.0% | -21.8% |
| 3M | -12.3% | +2.8% | -15.1% | -13.2% |
| 6M | -24.3% | +4.8% | -29.1% | -25.6% |
| YTD | -22.8% | +9.2% | -31.9% | -25.3% |
| 1Y | -28.8% | +22.8% | -51.6% | -34.1% |
| 3Y | -4.0% | +71.1% | -75.1% | -22.8% |
| All | +5.0% | +99.1% | -94.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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