+3.1%
SYK vs CMS
-1.8%
+4.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.9% |
| 7D | -5.0% | +1.7% | -6.7% | -6.0% |
| 30D | +9.9% | +6.2% | +3.8% | +6.5% |
| 3M | -8.9% | +0.6% | -9.6% | -8.9% |
| 6M | +3.1% | -1.8% | +4.9% | +7.0% |
| All | +3.1% | -1.8% | +4.9% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling