+648.1%
SYK vs CF
+5,573.7%
-4,925.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.0% | +4.8% | -9.8% | -5.7% |
| 30D | +9.9% | +4.7% | +5.2% | +8.9% |
| 3M | -8.9% | +7.4% | -16.4% | -10.4% |
| 6M | +3.1% | +0.6% | +2.5% | +2.2% |
| YTD | -11.1% | +64.1% | -75.3% | -20.2% |
| 1Y | -16.2% | +51.4% | -67.6% | -23.7% |
| 3Y | +13.2% | +67.8% | -54.6% | -0.6% |
| 5Y | +23.5% | +114.1% | -90.6% | +0.1% |
| 10Y | +213.3% | +480.1% | -266.8% | +101.9% |
| All | +648.1% | +5,573.7% | -4,925.5% | +185.5% |
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