+3,744.6%
SYK vs CCI
+879.5%
+2,865.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.7% |
| 7D | -12.3% | -4.4% | -7.9% | -11.7% |
| 30D | -22.4% | +0.3% | -22.8% | -22.5% |
| 3M | -12.3% | -20.0% | +7.6% | -9.5% |
| 6M | -24.3% | -14.5% | -9.8% | -22.7% |
| YTD | -22.8% | -14.9% | -7.9% | -21.3% |
| 1Y | -28.8% | -17.7% | -11.1% | -27.1% |
| 3Y | -4.0% | -12.4% | +8.4% | -3.3% |
| 5Y | +3.8% | -50.1% | +54.0% | +13.1% |
| 10Y | +172.8% | +20.4% | +152.4% | +166.1% |
| All | +3,744.6% | +879.5% | +2,865.1% | +2,482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling