+4.7%
SYK vs CMS
+23.1%
-18.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -11.8% | +0.2% | -11.9% | -11.9% |
| 30D | -20.4% | -1.3% | -19.1% | -20.0% |
| 3M | -12.1% | -5.4% | -6.7% | -10.0% |
| 6M | -24.3% | -10.3% | -14.0% | -21.0% |
| YTD | -21.2% | -0.2% | -21.0% | -21.1% |
| 1Y | -29.2% | -0.9% | -28.3% | -29.0% |
| 3Y | -2.1% | +34.0% | -36.0% | -14.0% |
| 5Y | +4.7% | +23.6% | -18.8% | -6.4% |
| All | +4.7% | +23.1% | -18.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling