-22.3%
SYK vs CPB
-32.6%
+10.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | -8.3% | -8.6% | +0.3% | -6.5% |
| 30D | -10.1% | -7.2% | -2.8% | -8.6% |
| 3M | +0.9% | +0.9% | 0.0% | +0.7% |
| 6M | -20.2% | -11.8% | -8.4% | -18.5% |
| YTD | -13.3% | -19.4% | +6.1% | -10.8% |
| 1Y | -22.3% | -30.4% | +8.0% | -18.6% |
| All | -22.3% | -32.6% | +10.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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