+284.1%
CNP vs IBB
+560.8%
-276.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | -1.8% | +10.5% | -12.3% | -5.7% |
| 3M | -4.6% | +23.6% | -28.3% | -12.3% |
| 6M | -8.8% | +22.6% | -31.5% | -16.2% |
| YTD | +5.2% | +25.7% | -20.4% | -4.4% |
| 1Y | +8.3% | +51.4% | -43.1% | -8.6% |
| 3Y | +54.9% | +64.4% | -9.5% | +24.8% |
| 5Y | +73.5% | +22.1% | +51.4% | +54.3% |
| 10Y | +139.1% | +132.5% | +6.7% | +60.0% |
| All | +284.1% | +560.8% | -276.7% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling