+167.6%
SYK vs CMI
+509.0%
-341.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | +0.8% | -13.2% | -12.6% |
| 30D | -22.4% | -12.8% | -9.7% | -18.8% |
| 3M | -12.3% | -12.4% | +0.1% | -9.6% |
| 6M | -24.3% | -0.9% | -23.4% | -26.3% |
| YTD | -22.8% | +8.9% | -31.6% | -28.3% |
| 1Y | -28.8% | +37.7% | -66.5% | -40.4% |
| 3Y | -4.0% | +148.9% | -152.8% | -39.6% |
| 5Y | +3.8% | +164.4% | -160.5% | -37.9% |
| All | +167.6% | +509.0% | -341.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling