+29.8%
SYK vs CF
+114.0%
-84.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.5% |
| 7D | +4.4% | +4.8% | -0.3% | +4.3% |
| 30D | +16.9% | +9.7% | +7.2% | +16.6% |
| 3M | -5.9% | +1.2% | -7.2% | -6.0% |
| 6M | +14.3% | +7.4% | +6.9% | +13.8% |
| YTD | -6.9% | +60.5% | -67.5% | -10.5% |
| 1Y | -7.6% | +50.7% | -58.4% | -10.8% |
| 3Y | +22.1% | +64.8% | -42.7% | +15.8% |
| All | +29.8% | +114.0% | -84.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling