+22,814.2%
SYK vs CLF
+700.4%
+22,113.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.6% |
| 7D | -12.9% | +6.5% | -19.4% | -13.6% |
| 30D | -18.5% | +0.2% | -18.7% | -18.6% |
| 3M | -8.1% | -3.1% | -5.0% | -8.4% |
| 6M | -23.8% | +25.0% | -48.8% | -26.6% |
| YTD | -20.9% | -7.5% | -13.5% | -21.8% |
| 1Y | -29.0% | +11.5% | -40.5% | -32.0% |
| 3Y | -1.7% | -13.7% | +12.0% | -6.6% |
| 5Y | +4.0% | -47.0% | +50.9% | +1.9% |
| 10Y | +168.8% | +116.3% | +52.5% | +102.8% |
| All | +22,814.2% | +700.4% | +22,113.8% | +9,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling