+1,888.4%
CNP vs GSK
+1,754.3%
+134.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -3.0% | +5.2% | -8.2% | -4.4% |
| 30D | +6.8% | +10.2% | -3.3% | +3.9% |
| 3M | +3.6% | -0.9% | +4.5% | +3.5% |
| 6M | 0.0% | +3.5% | -3.5% | -1.4% |
| YTD | +9.4% | +7.2% | +2.2% | +6.4% |
| 1Y | +6.8% | +12.0% | -5.2% | +2.5% |
| 3Y | +64.2% | +67.3% | -3.2% | +38.2% |
| 5Y | +76.0% | +45.3% | +30.8% | +52.6% |
| 10Y | +143.3% | +101.8% | +41.6% | +93.7% |
| All | +1,888.4% | +1,754.3% | +134.0% | +950.6% |
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