+4.0%
SYK vs CSGP
-65.4%
+69.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -8.3% |
| 7D | -12.9% | -5.1% | -7.8% | -11.6% |
| 30D | -18.5% | +0.3% | -18.8% | -18.6% |
| 3M | -8.1% | -9.1% | +1.1% | -6.1% |
| 6M | -23.8% | -37.3% | +13.5% | -14.6% |
| YTD | -20.9% | -54.9% | +34.0% | -4.2% |
| 1Y | -29.0% | -65.5% | +36.6% | -7.2% |
| 3Y | -1.7% | -63.3% | +61.6% | +22.8% |
| 5Y | +4.0% | -65.8% | +69.7% | +26.2% |
| All | +4.0% | -65.4% | +69.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling