+514.1%
SYK vs CPAY
+1,533.9%
-1,019.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.2% |
| 7D | -12.3% | -2.7% | -9.7% | -11.4% |
| 30D | -22.4% | +0.6% | -23.0% | -22.6% |
| 3M | -12.3% | +17.0% | -29.4% | -17.2% |
| 6M | -24.3% | +24.1% | -48.4% | -30.6% |
| YTD | -22.8% | +35.7% | -58.5% | -32.3% |
| 1Y | -28.8% | +34.0% | -62.8% | -37.6% |
| 3Y | -4.0% | +50.3% | -54.2% | -21.6% |
| 5Y | +3.8% | +56.7% | -52.8% | -18.3% |
| 10Y | +172.8% | +153.9% | +18.9% | +81.1% |
| All | +514.1% | +1,533.9% | -1,019.8% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling