+178.2%
SYK vs CSGP
+37.7%
+140.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -11.8% | -5.4% | -6.4% | -10.1% |
| 30D | -20.4% | -6.0% | -14.3% | -18.8% |
| 3M | -12.1% | -12.8% | +0.8% | -8.3% |
| 6M | -24.3% | -38.9% | +14.6% | -11.4% |
| YTD | -21.2% | -56.0% | +34.8% | +1.9% |
| 1Y | -29.2% | -66.4% | +37.3% | +0.6% |
| 3Y | -2.1% | -64.2% | +62.1% | +31.5% |
| 5Y | +4.7% | -67.0% | +71.8% | +41.3% |
| 10Y | +178.2% | +43.8% | +134.4% | +143.4% |
| All | +178.2% | +37.7% | +140.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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