-7.2%
SYK vs CPRT
-31.4%
+24.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.5% |
| 3M | -12.3% | -1.9% | -10.4% | -12.2% |
| 6M | -24.3% | -15.3% | -9.0% | -21.3% |
| YTD | -22.8% | -21.5% | -1.3% | -18.2% |
| 1Y | -28.8% | -36.6% | +7.8% | -19.8% |
| All | -7.2% | -31.4% | +24.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling