+807.8%
CCL vs GSK
+1,705.8%
-898.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.4% |
| 30D | -20.3% | -2.2% | -18.2% | -19.7% |
| 3M | -15.1% | -1.8% | -13.3% | -14.8% |
| 6M | -15.1% | -10.6% | -4.5% | -11.5% |
| YTD | -21.8% | +4.4% | -26.2% | -23.2% |
| 1Y | -24.8% | +30.4% | -55.2% | -32.5% |
| 3Y | +51.9% | +60.1% | -8.2% | +21.6% |
| 5Y | +4.0% | +46.8% | -42.8% | -14.8% |
| 10Y | -42.2% | +79.2% | -121.4% | -55.9% |
| All | +807.8% | +1,705.8% | -898.1% | +183.9% |
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