+8,929.9%
SYK vs CPRT
+22,676.9%
-13,747.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | -11.8% | -0.4% | -11.4% | -11.7% |
| 30D | -20.4% | +8.2% | -28.6% | -21.7% |
| 3M | -12.1% | +2.3% | -14.4% | -12.6% |
| 6M | -24.3% | -14.7% | -9.6% | -22.2% |
| YTD | -21.2% | -18.2% | -3.0% | -18.5% |
| 1Y | -29.2% | -33.4% | +4.2% | -23.8% |
| 3Y | -2.1% | -28.3% | +26.3% | +3.3% |
| 5Y | +4.7% | -9.8% | +14.6% | +5.3% |
| 10Y | +178.2% | +412.4% | -234.1% | +112.6% |
| All | +8,929.9% | +22,676.9% | -13,747.0% | +3,976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling