+173.1%
SYK vs CMS
+118.9%
+54.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | -9.1% | -1.9% | -7.2% | -8.2% |
| 30D | -20.6% | -4.1% | -16.5% | -19.0% |
| 3M | -9.6% | -7.1% | -2.5% | -6.2% |
| 6M | -19.9% | -10.1% | -9.8% | -15.7% |
| YTD | -21.2% | -1.7% | -19.5% | -20.7% |
| 1Y | -28.4% | -3.4% | -25.0% | -27.5% |
| 3Y | -5.3% | +31.6% | -36.9% | -19.3% |
| 5Y | +6.0% | +23.3% | -17.3% | -7.7% |
| All | +173.1% | +118.9% | +54.2% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling