+25,648.3%
SYK vs CL
+5,512.1%
+20,136.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.6% |
| 7D | -5.0% | +3.2% | -8.2% | -6.2% |
| 30D | +9.9% | +8.0% | +1.9% | +6.7% |
| 3M | -8.9% | +7.9% | -16.8% | -11.6% |
| 6M | +3.1% | +14.7% | -11.6% | -2.4% |
| YTD | -11.1% | +29.2% | -40.3% | -19.9% |
| 1Y | -16.2% | +29.5% | -45.7% | -24.6% |
| 3Y | +13.2% | +40.7% | -27.5% | -2.5% |
| 5Y | +23.5% | +43.9% | -20.4% | +5.1% |
| 10Y | +213.3% | +87.2% | +126.1% | +138.8% |
| All | +25,648.3% | +5,512.1% | +20,136.3% | +4,597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling