+22,728.0%
SYK vs CPB
+335.7%
+22,392.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -11.8% | -8.0% | -3.8% | -9.9% |
| 30D | -20.4% | -2.4% | -18.0% | -20.0% |
| 3M | -12.1% | +0.5% | -12.6% | -12.5% |
| 6M | -24.3% | -10.5% | -13.9% | -22.5% |
| YTD | -21.2% | -17.5% | -3.7% | -17.8% |
| 1Y | -29.2% | -31.0% | +1.9% | -22.6% |
| 3Y | -2.1% | -40.6% | +38.6% | +9.4% |
| 5Y | +4.7% | -37.7% | +42.5% | +13.9% |
| 10Y | +178.2% | -43.4% | +221.7% | +194.8% |
| All | +22,728.0% | +335.7% | +22,392.3% | +10,448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling