+25,027.4%
SYK vs CMS
+457.8%
+24,569.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -10.1% | -3.6% | -6.5% | -9.3% |
| 3M | +0.9% | -1.9% | +2.8% | +1.4% |
| 6M | -20.2% | -11.0% | -9.2% | -18.0% |
| YTD | -13.3% | +0.2% | -13.5% | -13.4% |
| 1Y | -22.3% | -1.3% | -21.0% | -22.2% |
| 3Y | +9.7% | +35.9% | -26.2% | +1.4% |
| 5Y | +15.4% | +23.1% | -7.7% | +8.9% |
| 10Y | +192.9% | +117.9% | +75.0% | +145.8% |
| All | +25,027.4% | +457.8% | +24,569.6% | +20,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling