-1.7%
SYK vs CSGP
-63.8%
+62.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -8.4% |
| 7D | -12.9% | -5.1% | -7.8% | -11.8% |
| 30D | -18.5% | +0.3% | -18.8% | -18.6% |
| 3M | -8.1% | -9.1% | +1.1% | -6.7% |
| 6M | -23.8% | -37.3% | +13.5% | -17.5% |
| YTD | -20.9% | -54.9% | +34.0% | -9.3% |
| 1Y | -29.0% | -65.5% | +36.6% | -13.7% |
| 3Y | -1.7% | -63.3% | +61.6% | +15.5% |
| All | -1.7% | -63.8% | +62.1% | +15.5% |
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