+139.9%
CNP vs GSK
+80.2%
+59.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.7% | -3.6% | +4.2% | +2.0% |
| 30D | -0.1% | -5.9% | +5.9% | +2.1% |
| 3M | -5.6% | -4.3% | -1.4% | -4.4% |
| 6M | -7.5% | -10.8% | +3.3% | -3.9% |
| YTD | +5.5% | +1.8% | +3.7% | +3.4% |
| 1Y | +8.3% | +23.5% | -15.1% | -2.8% |
| 3Y | +51.8% | +49.5% | +2.2% | +20.1% |
| 5Y | +69.9% | +49.7% | +20.2% | +29.7% |
| 10Y | +139.9% | +81.9% | +58.0% | +69.8% |
| All | +139.9% | +80.2% | +59.7% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling