-22.3%
SYK vs CFG
+40.4%
-62.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | +1.5% | -9.9% | -8.6% |
| 30D | -10.1% | -3.8% | -6.2% | -9.4% |
| 3M | +0.9% | +11.5% | -10.6% | -1.3% |
| 6M | -20.2% | +19.2% | -39.4% | -22.8% |
| YTD | -13.3% | +23.7% | -37.0% | -17.3% |
| 1Y | -22.3% | +38.8% | -61.2% | -28.3% |
| All | -22.3% | +40.4% | -62.7% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling