+5.0%
SYK vs CME
+77.0%
-72.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.4% | -10.0% | -11.7% |
| 30D | -22.4% | +6.2% | -28.6% | -23.8% |
| 3M | -12.3% | +4.4% | -16.7% | -13.4% |
| 6M | -24.3% | -9.6% | -14.7% | -22.1% |
| YTD | -22.8% | +3.8% | -26.5% | -24.1% |
| 1Y | -28.8% | +9.5% | -38.3% | -31.5% |
| 3Y | -4.0% | +51.9% | -55.9% | -20.4% |
| All | +5.0% | +77.0% | -72.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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