+1,860.4%
CNP vs GSK
+1,721.8%
+138.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | +5.5% | +7.0% | -1.5% | +3.5% |
| 3M | +0.6% | -2.7% | +3.2% | +1.0% |
| 6M | -2.8% | +1.4% | -4.3% | -3.7% |
| YTD | +7.9% | +5.3% | +2.5% | +5.4% |
| 1Y | +6.7% | +10.6% | -4.0% | +2.7% |
| 3Y | +61.1% | +62.6% | -1.5% | +36.7% |
| 5Y | +73.0% | +41.7% | +31.3% | +51.0% |
| 10Y | +141.9% | +104.7% | +37.1% | +91.9% |
| All | +1,860.4% | +1,721.8% | +138.6% | +940.9% |
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