+36.6%
CNP vs MULL
+2,561.4%
-2,524.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.8% | -12.6% | -0.7% |
| 7D | +1.1% | +17.3% | -16.2% | +1.2% |
| 30D | -1.8% | +23.5% | -25.3% | -1.7% |
| 3M | -4.6% | -24.0% | +19.3% | -4.5% |
| 6M | -8.8% | +276.7% | -285.6% | -8.6% |
| YTD | +5.2% | +565.1% | -559.8% | +5.2% |
| 1Y | +8.3% | +2,802.6% | -2,794.3% | +6.7% |
| All | +36.6% | +2,561.4% | -2,524.7% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling