+16.5%
SYK vs CSGP
-61.8%
+78.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.1% | -7.1% | +1.0% | -4.6% |
| 30D | +12.8% | +3.6% | +9.2% | +11.5% |
| 3M | -8.1% | -2.7% | -5.4% | -8.1% |
| 6M | +13.5% | -8.1% | +21.5% | +14.2% |
| YTD | -8.5% | -55.0% | +46.5% | +4.0% |
| 1Y | -11.4% | -55.8% | +44.4% | +1.0% |
| All | +16.5% | -61.8% | +78.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling