-29.8%
SYK vs CPRT
-36.7%
+6.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.8% |
| 7D | -12.3% | -8.4% | -3.9% | -10.0% |
| 30D | -22.4% | +4.6% | -27.0% | -23.4% |
| 3M | -12.3% | -1.9% | -10.4% | -12.6% |
| 6M | -24.3% | -15.3% | -9.0% | -22.6% |
| YTD | -22.8% | -21.5% | -1.3% | -20.1% |
| All | -29.8% | -36.7% | +6.8% | -23.1% |
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 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