+113.9%
SOXX vs CNP
+7.2%
+106.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.2% |
| 7D | +2.2% | +1.1% | +1.1% | +2.7% |
| 30D | -2.0% | -1.8% | -0.2% | -2.9% |
| 3M | -13.7% | -4.6% | -9.1% | -15.9% |
| 6M | +52.4% | -8.8% | +61.2% | +46.9% |
| YTD | +72.8% | +5.2% | +67.6% | +73.3% |
| 1Y | +113.9% | +8.3% | +105.6% | +116.7% |
| All | +113.9% | +7.2% | +106.7% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling