+36.1%
CCL vs GSK
+43.9%
-7.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -1.5% | -1.1% | -0.5% | -1.3% |
| 30D | +16.5% | +7.8% | +8.6% | +14.3% |
| 3M | +11.2% | +0.3% | +10.9% | +11.0% |
| 6M | +22.6% | +3.4% | +19.2% | +21.3% |
| YTD | +2.6% | +5.9% | -3.3% | +1.9% |
| 1Y | +17.0% | +8.2% | +8.7% | +15.7% |
| 3Y | +145.5% | +65.3% | +80.3% | +109.8% |
| 5Y | +36.1% | +43.3% | -7.2% | +11.3% |
| All | +36.1% | +43.9% | -7.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling