+7.2%
SYK vs CPRT
-17.3%
+24.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.1% |
| 7D | -9.1% | -11.2% | +2.1% | -4.6% |
| 30D | -20.6% | +3.3% | -23.9% | -21.9% |
| 3M | -9.6% | -3.6% | -6.0% | -8.8% |
| 6M | -19.9% | -15.8% | -4.1% | -14.8% |
| YTD | -21.2% | -23.5% | +2.3% | -13.2% |
| 1Y | -28.4% | -38.8% | +10.4% | -13.5% |
| 3Y | -5.3% | -33.4% | +28.1% | +6.0% |
| All | +7.2% | -17.3% | +24.4% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling