-24.3%
SYK vs CCI
-14.5%
-9.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | -11.8% | -0.3% | -11.5% | -11.7% |
| 30D | -20.4% | +2.1% | -22.5% | -20.8% |
| 3M | -12.1% | -17.8% | +5.8% | -7.8% |
| 6M | -24.3% | -14.2% | -10.2% | -21.6% |
| All | -24.3% | -14.5% | -9.8% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling