+139.8%
CNP vs PRU
+115.4%
+24.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | -4.3% | +3.2% | -7.5% | -5.7% |
| 30D | +5.7% | +7.9% | -2.2% | +2.3% |
| 3M | +0.9% | +1.8% | -0.9% | -0.2% |
| 6M | -1.1% | +24.1% | -25.2% | -9.7% |
| YTD | +8.3% | +12.4% | -4.1% | +2.0% |
| 1Y | +5.9% | +20.9% | -15.0% | -3.3% |
| 3Y | +64.6% | +55.5% | +9.2% | +30.6% |
| 5Y | +74.6% | +42.7% | +31.9% | +40.3% |
| 10Y | +139.8% | +106.1% | +33.7% | +39.3% |
| All | +139.8% | +115.4% | +24.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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