-46.9%
CPNG vs GSK
+14.9%
-61.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +6.9% | +11.3% |
| 7D | +20.8% | +4.9% | +15.9% | +20.1% |
| 30D | +20.1% | +9.9% | +10.2% | +18.9% |
| 3M | +1.6% | +0.2% | +1.4% | +1.6% |
| 6M | -15.8% | +2.3% | -18.2% | -16.1% |
| YTD | -27.7% | +7.1% | -34.8% | -30.1% |
| 1Y | -46.9% | +13.1% | -60.1% | -49.5% |
| All | -46.9% | +14.9% | -61.8% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling