+134.8%
CNP vs IBB
+156.3%
-21.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -4.2% | -1.8% | -2.4% | -3.7% |
| 30D | +5.5% | +5.1% | +0.5% | +3.6% |
| 3M | +0.6% | +10.7% | -10.1% | -3.3% |
| 6M | -2.8% | +22.9% | -25.7% | -10.2% |
| YTD | +7.9% | +26.7% | -18.8% | -1.8% |
| 1Y | +6.7% | +35.1% | -28.5% | -5.2% |
| 3Y | +61.1% | +80.2% | -19.1% | +26.4% |
| 5Y | +73.0% | +37.8% | +35.1% | +48.8% |
| All | +134.8% | +156.3% | -21.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling