+630.1%
SYK vs CF
+5,948.3%
-5,318.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.0% |
| 7D | -8.3% | +6.0% | -14.3% | -9.3% |
| 30D | -10.1% | +14.8% | -24.9% | -12.2% |
| 3M | +0.9% | +14.1% | -13.1% | -1.7% |
| 6M | -20.2% | +28.5% | -48.7% | -24.7% |
| YTD | -13.3% | +74.9% | -88.2% | -22.7% |
| 1Y | -22.3% | +61.7% | -84.0% | -30.0% |
| 3Y | +9.7% | +80.3% | -70.6% | -4.6% |
| 5Y | +15.4% | +226.0% | -210.6% | -13.5% |
| 10Y | +192.9% | +569.9% | -377.0% | +84.4% |
| All | +630.1% | +5,948.3% | -5,318.2% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling