+42.1%
CNP vs MULL
+1,070.1%
-1,028.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.0% |
| 7D | -3.0% | -32.2% | +29.2% | -3.2% |
| 30D | +6.8% | -55.4% | +62.2% | +6.4% |
| 3M | +3.6% | -41.3% | +44.9% | +3.4% |
| 6M | 0.0% | -44.9% | +44.9% | -0.2% |
| YTD | +9.4% | +192.4% | -183.0% | +8.9% |
| 1Y | +6.8% | +239.4% | -232.6% | +6.3% |
| All | +42.1% | +1,070.1% | -1,028.0% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling