+1,812.7%
CNP vs GSK
+1,705.8%
+106.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.3% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | -1.8% | -2.2% | +0.3% | -1.3% |
| 3M | -4.6% | -1.8% | -2.8% | -4.4% |
| 6M | -8.8% | -10.6% | +1.8% | -6.4% |
| YTD | +5.2% | +4.4% | +0.8% | +3.3% |
| 1Y | +8.3% | +30.4% | -22.1% | -0.5% |
| 3Y | +54.9% | +60.1% | -5.2% | +32.2% |
| 5Y | +73.5% | +46.8% | +26.7% | +50.2% |
| 10Y | +139.1% | +79.2% | +59.9% | +96.4% |
| All | +1,812.7% | +1,705.8% | +106.8% | +920.3% |
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 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