+5.0%
SYK vs CMI
+161.6%
-156.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -12.3% | +0.8% | -13.2% | -12.5% |
| 30D | -22.4% | -12.8% | -9.7% | -20.2% |
| 3M | -12.3% | -12.4% | +0.1% | -10.8% |
| 6M | -24.3% | -0.9% | -23.4% | -26.2% |
| YTD | -22.8% | +8.9% | -31.6% | -27.4% |
| 1Y | -28.8% | +37.7% | -66.5% | -38.2% |
| 3Y | -4.0% | +148.9% | -152.8% | -34.2% |
| All | +5.0% | +161.6% | -156.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling