+34.8%
CNP vs MULL
+2,366.2%
-2,331.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.3% | +7.7% | -1.7% |
| 7D | -2.2% | +3.6% | -5.8% | -2.1% |
| 30D | -2.1% | +22.0% | -24.1% | -1.9% |
| 3M | -7.9% | -8.6% | +0.7% | -7.7% |
| 6M | -8.3% | +248.5% | -256.8% | -8.1% |
| YTD | +3.8% | +516.3% | -512.5% | +3.7% |
| 1Y | +5.9% | +2,036.6% | -2,030.8% | +4.5% |
| All | +34.8% | +2,366.2% | -2,331.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MULL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling