+65.6%
CNP vs IBB
+91.0%
-25.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | +5.0% | +6.8% | -1.7% | +4.1% |
| 3M | +2.7% | +9.2% | -6.6% | +1.2% |
| 6M | -1.9% | +28.3% | -30.2% | -6.0% |
| YTD | +8.8% | +29.4% | -20.6% | +3.7% |
| 1Y | +5.6% | +33.2% | -27.5% | +0.1% |
| All | +65.6% | +91.0% | -25.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling