+247.9%
SOXX vs CNP
+67.8%
+180.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -3.6% | -2.9% | -0.6% | -3.0% |
| 3M | -10.2% | -7.5% | -2.6% | -9.1% |
| 6M | +54.2% | -7.9% | +62.1% | +55.8% |
| YTD | +75.2% | +3.7% | +71.5% | +71.1% |
| 1Y | +107.5% | +4.6% | +102.9% | +101.7% |
| 3Y | +226.8% | +49.1% | +177.6% | +176.7% |
| All | +247.9% | +67.8% | +180.1% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling