+1,110.1%
CCI vs GSK
+178.5%
+931.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | +14.4% | +6.3% | +8.1% | +11.4% |
| 3M | +21.7% | +1.8% | +19.9% | +20.4% |
| 6M | +4.0% | +1.7% | +2.4% | +2.8% |
| YTD | +6.2% | +6.5% | -0.3% | +2.0% |
| 1Y | +5.4% | +9.5% | -4.1% | 0.0% |
| 3Y | +11.7% | +65.3% | -53.6% | -13.5% |
| 5Y | -35.6% | +43.7% | -79.4% | -48.1% |
| 10Y | +68.7% | +104.1% | -35.4% | +14.7% |
| All | +1,110.1% | +178.5% | +931.6% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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