+22,814.2%
SYK vs CL
+4,849.8%
+17,964.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.7% |
| 7D | -12.9% | -1.4% | -11.5% | -12.4% |
| 30D | -18.5% | -5.2% | -13.3% | -16.8% |
| 3M | -8.1% | +3.3% | -11.4% | -9.2% |
| 6M | -23.8% | -4.4% | -19.4% | -22.6% |
| YTD | -20.9% | +13.9% | -34.8% | -25.1% |
| 1Y | -29.0% | +7.6% | -36.6% | -31.3% |
| 3Y | -1.7% | +29.6% | -31.3% | -12.5% |
| 5Y | +4.0% | +28.1% | -24.1% | -7.4% |
| 10Y | +168.8% | +53.4% | +115.4% | +121.1% |
| All | +22,814.2% | +4,849.8% | +17,964.4% | +4,291.9% |
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