+143.3%
CNP vs IBB
+130.8%
+12.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | -3.0% | +0.8% | -3.8% | -3.4% |
| 30D | +6.8% | +5.2% | +1.7% | +4.8% |
| 3M | +3.6% | +8.6% | -4.9% | +0.2% |
| 6M | 0.0% | +27.8% | -27.8% | -9.0% |
| YTD | +9.4% | +28.8% | -19.4% | -1.2% |
| 1Y | +6.8% | +36.4% | -29.6% | -5.7% |
| 3Y | +64.2% | +89.3% | -25.2% | +25.4% |
| 5Y | +76.0% | +43.3% | +32.8% | +48.6% |
| 10Y | +143.3% | +130.6% | +12.7% | +65.1% |
| All | +143.3% | +130.8% | +12.6% | +65.1% |
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