-28.4%
SYK vs CMS
-2.9%
-25.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | -9.1% | -1.9% | -7.2% | -8.4% |
| 30D | -20.6% | -4.1% | -16.5% | -19.3% |
| 3M | -9.6% | -7.1% | -2.5% | -6.0% |
| 6M | -19.9% | -10.1% | -9.8% | -15.9% |
| YTD | -21.2% | -1.7% | -19.5% | -18.9% |
| 1Y | -28.4% | -3.4% | -25.0% | -26.0% |
| All | -28.4% | -2.9% | -25.5% | -26.0% |
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