+260.5%
CP vs IBB
+126.8%
+133.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +2.1% | -0.5% | +2.7% | +2.4% |
| 30D | +9.3% | +4.6% | +4.8% | +6.9% |
| 3M | +0.5% | +6.8% | -6.4% | -3.1% |
| 6M | +10.4% | +23.1% | -12.7% | -0.7% |
| YTD | +28.7% | +26.0% | +2.7% | +14.0% |
| 1Y | +33.2% | +30.4% | +2.8% | +16.0% |
| 3Y | +38.4% | +85.4% | -47.0% | +0.7% |
| 5Y | +26.2% | +39.7% | -13.5% | +3.4% |
| All | +260.5% | +126.8% | +133.7% | +123.3% |
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