-22.3%
SYK vs CPAY
+29.9%
-52.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.3% | +2.1% | -10.4% | -8.6% |
| 30D | -10.1% | +5.5% | -15.6% | -10.7% |
| 3M | +0.9% | +16.6% | -15.7% | -1.1% |
| 6M | -20.2% | +26.7% | -46.9% | -22.1% |
| YTD | -13.3% | +38.4% | -51.7% | -17.3% |
| 1Y | -22.3% | +30.1% | -52.5% | -22.5% |
| All | -22.3% | +29.9% | -52.3% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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