+19.5%
SYK vs CPNG
-76.9%
+96.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -12.3% | -5.4% | -6.9% | -11.7% |
| 30D | -22.4% | -11.1% | -11.4% | -21.3% |
| 3M | -12.3% | -3.0% | -9.4% | -12.4% |
| 6M | -24.3% | -23.5% | -0.8% | -22.4% |
| YTD | -22.8% | -37.8% | +15.0% | -19.0% |
| 1Y | -28.8% | -54.3% | +25.5% | -22.4% |
| 3Y | -4.0% | -20.8% | +16.8% | -3.7% |
| 5Y | +3.8% | -51.1% | +54.9% | +2.3% |
| All | +19.5% | -76.9% | +96.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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