+139.8%
CNP vs IBB
+139.6%
+0.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -4.3% | +2.7% | -7.0% | -5.2% |
| 30D | +5.7% | +6.3% | -0.6% | +3.4% |
| 3M | +0.9% | +11.1% | -10.1% | -3.2% |
| 6M | -1.1% | +29.2% | -30.3% | -10.3% |
| YTD | +8.3% | +30.2% | -22.0% | -2.6% |
| 1Y | +5.9% | +39.5% | -33.6% | -7.2% |
| 3Y | +64.6% | +92.3% | -27.7% | +25.1% |
| 5Y | +74.6% | +43.0% | +31.6% | +47.7% |
| 10Y | +139.8% | +137.1% | +2.7% | +61.8% |
| All | +139.8% | +139.6% | +0.2% | +61.8% |
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