-7.2%
SYK vs CI
+5.6%
-12.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.1% |
| 7D | -12.3% | -1.3% | -11.0% | -12.1% |
| 30D | -22.4% | +3.1% | -25.6% | -22.9% |
| 3M | -12.3% | -4.5% | -7.8% | -11.7% |
| 6M | -24.3% | +8.3% | -32.6% | -25.4% |
| YTD | -22.8% | +3.8% | -26.6% | -23.4% |
| 1Y | -28.8% | -5.0% | -23.8% | -28.7% |
| All | -7.2% | +5.6% | -12.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling