+22,728.0%
SYK vs CNP
+1,831.2%
+20,896.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -11.8% | +0.7% | -12.4% | -11.9% |
| 30D | -20.4% | -0.1% | -20.3% | -20.4% |
| 3M | -12.1% | -5.6% | -6.4% | -10.9% |
| 6M | -24.3% | -7.5% | -16.9% | -23.1% |
| YTD | -21.2% | +5.5% | -26.7% | -22.3% |
| 1Y | -29.2% | +8.3% | -37.5% | -30.6% |
| 3Y | -2.1% | +51.8% | -53.8% | -11.5% |
| 5Y | +4.7% | +69.9% | -65.1% | -7.7% |
| 10Y | +178.2% | +139.9% | +38.3% | +123.7% |
| All | +22,728.0% | +1,831.2% | +20,896.8% | +9,263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling