+139.9%
CNP vs UL
+65.2%
+74.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | -0.1% | -0.6% | +0.5% | +0.1% |
| 3M | -5.6% | +9.4% | -15.1% | -9.5% |
| 6M | -7.5% | -4.1% | -3.4% | -6.5% |
| YTD | +5.5% | -2.0% | +7.5% | +5.4% |
| 1Y | +8.3% | -9.0% | +17.3% | +11.5% |
| 3Y | +51.8% | +21.8% | +29.9% | +35.2% |
| 5Y | +69.9% | +20.6% | +49.3% | +49.1% |
| 10Y | +139.9% | +67.7% | +72.2% | +88.9% |
| All | +139.9% | +65.2% | +74.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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