+72.0%
CNP vs UL
+22.5%
+49.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | +1.6% | -1.3% | +3.0% | +2.0% |
| 30D | -0.8% | +0.9% | -1.7% | -1.1% |
| 3M | -3.6% | +14.2% | -17.8% | -7.0% |
| 6M | -6.9% | -3.2% | -3.8% | -6.4% |
| YTD | +6.4% | -0.3% | +6.8% | +6.0% |
| 1Y | +9.9% | -8.8% | +18.7% | +12.1% |
| 3Y | +53.1% | +23.9% | +29.2% | +42.9% |
| 5Y | +72.0% | +21.4% | +50.6% | +57.8% |
| All | +72.0% | +22.5% | +49.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling