+167.6%
SYK vs CPRT
+392.8%
-225.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.1% |
| 7D | -12.3% | -8.4% | -3.9% | -8.6% |
| 30D | -22.4% | +4.6% | -27.0% | -24.3% |
| 3M | -12.3% | -1.9% | -10.4% | -12.1% |
| 6M | -24.3% | -15.3% | -9.0% | -19.0% |
| YTD | -22.8% | -21.5% | -1.3% | -14.9% |
| 1Y | -28.8% | -36.6% | +7.8% | -13.2% |
| 3Y | -4.0% | -31.2% | +27.2% | +8.9% |
| 5Y | +3.8% | -14.1% | +18.0% | +2.4% |
| All | +167.6% | +392.8% | -225.2% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling