-5.3%
SYK vs CPRT
-24.7%
+19.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.0% | +4.3% | +7.6% |
| 7D | +11.7% | +12.6% | -0.9% | +7.4% |
| 30D | +19.1% | +18.0% | +1.1% | +12.7% |
| 3M | +1.4% | +11.0% | -9.5% | -2.4% |
| 6M | +17.4% | -2.0% | +19.5% | +15.2% |
| YTD | -2.5% | -16.7% | +14.1% | -1.8% |
| 1Y | -5.3% | -23.9% | +18.6% | -2.8% |
| All | -5.3% | -24.7% | +19.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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