+3.8%
SYK vs CP
+32.2%
-28.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -12.3% | -2.7% | -9.6% | -11.4% |
| 30D | -22.4% | -3.4% | -19.1% | -21.4% |
| 3M | -12.3% | -0.6% | -11.7% | -12.2% |
| 6M | -24.3% | +6.3% | -30.6% | -26.3% |
| YTD | -22.8% | +21.2% | -43.9% | -28.8% |
| 1Y | -28.8% | +20.0% | -48.8% | -34.2% |
| 3Y | -4.0% | +18.7% | -22.7% | -13.4% |
| 5Y | +3.8% | +34.8% | -30.9% | -14.5% |
| All | +3.8% | +32.2% | -28.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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