+227.0%
SYK vs CF
+478.3%
-251.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -6.8% | +5.4% | -12.1% | -7.6% |
| 30D | +10.6% | +6.5% | +4.0% | +9.1% |
| 3M | -9.7% | +4.6% | -14.4% | -10.9% |
| 6M | +6.7% | -3.3% | +10.0% | +6.4% |
| YTD | -10.4% | +63.9% | -74.2% | -20.7% |
| 1Y | -14.0% | +50.4% | -64.5% | -22.7% |
| 3Y | +17.6% | +68.2% | -50.6% | +0.9% |
| 5Y | +24.6% | +113.8% | -89.3% | -5.4% |
| All | +227.0% | +478.3% | -251.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling