+5.0%
SYK vs CNP
+67.9%
-62.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.3% |
| 7D | -12.3% | -2.2% | -10.2% | -11.6% |
| 30D | -22.4% | -2.1% | -20.4% | -21.9% |
| 3M | -12.3% | -7.9% | -4.4% | -9.2% |
| 6M | -24.3% | -8.3% | -16.0% | -21.6% |
| YTD | -22.8% | +3.8% | -26.5% | -24.3% |
| 1Y | -28.8% | +5.9% | -34.7% | -30.8% |
| 3Y | -4.0% | +49.3% | -53.3% | -20.9% |
| All | +5.0% | +67.9% | -62.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling