+494.0%
CNP vs PRU
+806.6%
-312.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -1.8% | +2.7% | -4.5% | -2.5% |
| 3M | -4.6% | +19.5% | -24.1% | -8.8% |
| 6M | -8.8% | +26.6% | -35.5% | -14.3% |
| YTD | +5.2% | +12.3% | -7.1% | +1.7% |
| 1Y | +8.3% | +18.0% | -9.7% | +3.2% |
| 3Y | +54.9% | +47.0% | +7.9% | +37.8% |
| 5Y | +73.5% | +48.4% | +25.1% | +52.2% |
| 10Y | +139.1% | +142.4% | -3.3% | +79.6% |
| All | +494.0% | +806.6% | -312.5% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling