+5.0%
SYK vs CPB
-41.1%
+46.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.3% |
| 7D | -12.3% | -5.4% | -7.0% | -11.6% |
| 30D | -22.4% | -7.8% | -14.6% | -21.5% |
| 3M | -12.3% | -6.9% | -5.4% | -11.5% |
| 6M | -24.3% | -12.2% | -12.1% | -23.0% |
| YTD | -22.8% | -21.1% | -1.7% | -20.5% |
| 1Y | -28.8% | -33.5% | +4.7% | -25.1% |
| 3Y | -4.0% | -43.2% | +39.2% | +2.1% |
| All | +5.0% | -41.1% | +46.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling