+982.8%
SYK vs CME
+7,326.7%
-6,343.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.8% | -0.6% | -11.1% | -11.6% |
| 30D | -20.4% | +4.7% | -25.0% | -21.4% |
| 3M | -12.1% | +7.8% | -19.9% | -14.1% |
| 6M | -24.3% | -11.0% | -13.4% | -22.2% |
| YTD | -21.2% | +4.0% | -25.2% | -22.6% |
| 1Y | -29.2% | +9.1% | -38.3% | -31.4% |
| 3Y | -2.1% | +52.3% | -54.3% | -14.5% |
| 5Y | +4.7% | +76.1% | -71.3% | -12.5% |
| 10Y | +178.2% | +280.6% | -102.4% | +92.0% |
| All | +982.8% | +7,326.7% | -6,343.9% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling