+3.8%
SYK vs CL
+27.8%
-24.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | -2.4% | -9.9% | -11.4% |
| 30D | -22.4% | -4.8% | -17.7% | -20.8% |
| 3M | -12.3% | -1.7% | -10.6% | -11.7% |
| 6M | -24.3% | -3.8% | -20.5% | -23.2% |
| YTD | -22.8% | +13.3% | -36.0% | -26.9% |
| 1Y | -28.8% | +8.3% | -37.1% | -31.4% |
| 3Y | -4.0% | +28.8% | -32.8% | -17.9% |
| 5Y | +3.8% | +28.5% | -24.7% | -12.4% |
| All | +3.8% | +27.8% | -24.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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