+3,958.4%
SYK vs CSGP
+3,244.4%
+713.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -6.8% | -6.1% | -0.7% | -5.7% |
| 30D | +10.6% | +0.3% | +10.2% | +10.1% |
| 3M | -9.7% | -1.3% | -8.4% | -10.0% |
| 6M | +6.7% | -8.9% | +15.6% | +7.7% |
| YTD | -10.4% | -55.2% | +44.9% | +1.4% |
| 1Y | -14.0% | -56.4% | +42.4% | -2.4% |
| 3Y | +17.6% | -62.2% | +79.8% | +35.2% |
| 5Y | +24.6% | -63.7% | +88.3% | +42.5% |
| 10Y | +216.1% | +61.7% | +154.4% | +191.3% |
| All | +3,958.4% | +3,244.4% | +713.9% | +2,337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling