+18.5%
SYK vs CF
+65.2%
-46.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.3% |
| 7D | +4.4% | +4.8% | -0.3% | +4.7% |
| 30D | +16.9% | +9.7% | +7.2% | +17.3% |
| 3M | -5.9% | +1.2% | -7.2% | -5.8% |
| 6M | +14.3% | +7.4% | +6.9% | +14.5% |
| YTD | -6.9% | +60.5% | -67.5% | -9.1% |
| 1Y | -7.6% | +50.7% | -58.4% | -9.4% |
| All | +18.5% | +65.2% | -46.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling