+3.8%
SYK vs CFG
+96.1%
-92.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -12.3% | -1.7% | -10.6% | -12.0% |
| 30D | -22.4% | -4.6% | -17.8% | -21.6% |
| 3M | -12.3% | +7.9% | -20.2% | -14.0% |
| 6M | -24.3% | +19.9% | -44.2% | -27.6% |
| YTD | -22.8% | +21.7% | -44.5% | -26.7% |
| 1Y | -28.8% | +38.4% | -67.2% | -34.6% |
| 3Y | -4.0% | +187.0% | -191.0% | -28.3% |
| 5Y | +3.8% | +99.5% | -95.7% | -11.4% |
| All | +3.8% | +96.1% | -92.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling