+222.6%
SYK vs CSGP
+65.4%
+157.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.1% | -7.1% | +1.0% | -3.8% |
| 30D | +12.8% | +3.6% | +9.2% | +10.5% |
| 3M | -8.1% | -2.7% | -5.4% | -8.5% |
| 6M | +13.5% | -8.1% | +21.5% | +14.8% |
| YTD | -8.5% | -55.0% | +46.5% | +16.2% |
| 1Y | -11.4% | -55.8% | +44.4% | +13.0% |
| 3Y | +20.0% | -62.0% | +82.0% | +56.3% |
| 5Y | +27.6% | -62.9% | +90.5% | +62.8% |
| 10Y | +222.6% | +62.6% | +160.0% | +179.3% |
| All | +222.6% | +65.4% | +157.2% | +179.3% |
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