+1,888.4%
CNP vs UL
+2,758.7%
-870.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -3.0% | +2.6% | -5.6% | -4.0% |
| 30D | +6.8% | +6.8% | +0.1% | +4.4% |
| 3M | +3.6% | +5.7% | -2.1% | +1.4% |
| 6M | 0.0% | +15.9% | -15.9% | -5.4% |
| YTD | +9.4% | +4.3% | +5.1% | +6.8% |
| 1Y | +6.8% | -0.4% | +7.3% | +5.8% |
| 3Y | +64.2% | +35.0% | +29.2% | +45.5% |
| 5Y | +76.0% | +31.6% | +44.4% | +54.9% |
| 10Y | +143.3% | +104.6% | +38.7% | +85.0% |
| All | +1,888.4% | +2,758.7% | -870.3% | +652.4% |
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