-7.2%
SYK vs CLF
-18.1%
+10.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -12.3% | -3.7% | -8.7% | -12.2% |
| 30D | -22.4% | -4.7% | -17.8% | -22.3% |
| 3M | -12.3% | -4.7% | -7.7% | -12.4% |
| 6M | -24.3% | +24.0% | -48.3% | -25.7% |
| YTD | -22.8% | -10.9% | -11.8% | -23.1% |
| 1Y | -28.8% | +4.0% | -32.8% | -30.3% |
| All | -7.2% | -18.1% | +10.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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