+8.3%
CNP vs GSK
+31.2%
-22.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.6% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | -1.8% | -2.2% | +0.3% | -1.7% |
| 3M | -4.6% | -1.8% | -2.8% | -4.5% |
| 6M | -8.8% | -10.6% | +1.8% | -8.6% |
| YTD | +5.2% | +4.4% | +0.8% | +5.8% |
| 1Y | +8.3% | +30.4% | -22.1% | +10.3% |
| All | +8.3% | +31.2% | -22.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling