+487.9%
SYK vs CG
+313.7%
+174.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -12.3% | -9.8% | -2.5% | -9.7% |
| 30D | -22.4% | -10.3% | -12.1% | -20.1% |
| 3M | -12.3% | -1.7% | -10.7% | -12.4% |
| 6M | -24.3% | -9.8% | -14.5% | -22.7% |
| YTD | -22.8% | -25.6% | +2.8% | -17.2% |
| 1Y | -28.8% | -32.5% | +3.7% | -21.7% |
| 3Y | -4.0% | +45.6% | -49.6% | -20.7% |
| 5Y | +3.8% | +3.7% | +0.2% | -7.7% |
| 10Y | +172.8% | +321.1% | -148.3% | +68.2% |
| All | +487.9% | +313.7% | +174.2% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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