+287.1%
SYK vs CFG
+390.8%
-103.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -8.5% |
| 7D | -12.9% | +2.7% | -15.6% | -13.6% |
| 30D | -18.5% | -3.7% | -14.8% | -17.6% |
| 3M | -8.1% | +9.5% | -17.6% | -10.6% |
| 6M | -23.8% | +22.2% | -46.0% | -28.3% |
| YTD | -20.9% | +22.3% | -43.3% | -26.0% |
| 1Y | -29.0% | +39.4% | -68.4% | -36.2% |
| 3Y | -1.7% | +188.5% | -190.2% | -31.5% |
| 5Y | +4.0% | +101.5% | -97.6% | -20.9% |
| 10Y | +168.8% | +308.6% | -139.9% | +48.0% |
| All | +287.1% | +390.8% | -103.7% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling