+22,814.2%
SYK vs CP
+7,629.6%
+15,184.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | -12.9% | +2.4% | -15.3% | -13.6% |
| 30D | -18.5% | -0.5% | -17.9% | -18.4% |
| 3M | -8.1% | +1.4% | -9.5% | -8.5% |
| 6M | -23.8% | +10.3% | -34.1% | -26.3% |
| YTD | -20.9% | +24.3% | -45.2% | -26.8% |
| 1Y | -29.0% | +20.4% | -49.4% | -33.6% |
| 3Y | -1.7% | +21.8% | -23.5% | -9.7% |
| 5Y | +4.0% | +31.5% | -27.6% | -7.5% |
| 10Y | +168.8% | +223.2% | -54.5% | +79.8% |
| All | +22,814.2% | +7,629.6% | +15,184.6% | +5,057.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling