+6.3%
CNP vs MULL
+253.3%
-247.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.0% |
| 7D | -3.0% | -32.2% | +29.2% | -3.4% |
| 30D | +6.8% | -55.4% | +62.2% | +5.9% |
| 3M | +3.6% | -41.3% | +44.9% | +3.2% |
| 6M | 0.0% | -44.9% | +44.9% | +0.1% |
| YTD | +9.4% | +192.4% | -183.0% | +12.1% |
| All | +6.3% | +253.3% | -247.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling