-5.3%
SYK vs CMS
+1.4%
-6.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +8.0% | +8.7% |
| 7D | +11.7% | +4.1% | +7.7% | +9.8% |
| 30D | +19.1% | +10.9% | +8.2% | +13.8% |
| 3M | +1.4% | -0.2% | +1.7% | +1.5% |
| 6M | +17.4% | -4.7% | +22.2% | +20.6% |
| YTD | -2.5% | +3.9% | -6.4% | -1.9% |
| 1Y | -5.3% | +0.4% | -5.6% | -4.4% |
| All | -5.3% | +1.4% | -6.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling