+72.0%
CNP vs GSK
+46.9%
+25.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | +1.6% | -4.2% | +5.8% | +2.4% |
| 30D | -0.8% | -7.5% | +6.7% | +0.6% |
| 3M | -3.6% | -3.3% | -0.3% | -3.1% |
| 6M | -6.9% | -9.3% | +2.4% | -5.5% |
| YTD | +6.4% | +1.6% | +4.8% | +5.6% |
| 1Y | +9.9% | +25.5% | -15.5% | +4.1% |
| 3Y | +53.1% | +49.3% | +3.8% | +36.3% |
| 5Y | +72.0% | +46.7% | +25.3% | +51.7% |
| All | +72.0% | +46.9% | +25.1% | +51.7% |
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 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