-29.8%
SYK vs CNP
+5.6%
-35.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -12.3% | -2.2% | -10.2% | -11.7% |
| 30D | -22.4% | -2.1% | -20.4% | -22.0% |
| 3M | -12.3% | -7.9% | -4.4% | -9.3% |
| 6M | -24.3% | -8.3% | -16.0% | -21.7% |
| YTD | -22.8% | +3.8% | -26.5% | -22.4% |
| All | -29.8% | +5.6% | -35.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling