-7.2%
SYK vs CCI
-12.4%
+5.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | -12.3% | -4.4% | -7.9% | -11.6% |
| 30D | -22.4% | +0.3% | -22.8% | -22.5% |
| 3M | -12.3% | -20.0% | +7.6% | -8.9% |
| 6M | -24.3% | -14.5% | -9.8% | -22.3% |
| YTD | -22.8% | -14.9% | -7.9% | -20.8% |
| 1Y | -28.8% | -17.7% | -11.1% | -26.6% |
| All | -7.2% | -12.4% | +5.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling