+2,502.1%
SOXX vs CNP
+389.3%
+2,112.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | -3.1% | -2.1% | -1.1% | -2.7% |
| 3M | -4.4% | -7.9% | +3.5% | -2.8% |
| 6M | +52.9% | -8.3% | +61.2% | +55.2% |
| YTD | +72.0% | +3.8% | +68.2% | +69.4% |
| 1Y | +105.1% | +5.9% | +99.2% | +100.7% |
| 3Y | +220.6% | +49.3% | +171.3% | +185.7% |
| 5Y | +244.8% | +69.3% | +175.5% | +197.4% |
| 10Y | +1,537.1% | +136.0% | +1,401.1% | +1,165.3% |
| All | +2,502.1% | +389.3% | +2,112.8% | +2,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling