+1,812.7%
CNP vs UL
+2,661.1%
-848.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | -4.6% | +17.6% | -22.2% | -10.0% |
| 6M | -8.8% | -5.4% | -3.5% | -7.7% |
| YTD | +5.2% | +0.7% | +4.5% | +4.2% |
| 1Y | +8.3% | -9.3% | +17.6% | +10.9% |
| 3Y | +54.9% | +24.5% | +30.3% | +41.4% |
| 5Y | +73.5% | +23.2% | +50.3% | +56.4% |
| 10Y | +139.1% | +64.5% | +74.6% | +95.0% |
| All | +1,812.7% | +2,661.1% | -848.4% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling