+131.5%
CNP vs URA
+371.9%
-240.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | +1.6% | +8.1% | -6.5% | +0.5% |
| 30D | -0.8% | +5.8% | -6.6% | -1.8% |
| 3M | -3.6% | +3.4% | -7.0% | -4.5% |
| 6M | -6.9% | -2.6% | -4.3% | -7.7% |
| YTD | +6.4% | +11.2% | -4.7% | +2.5% |
| 1Y | +9.9% | +19.8% | -9.9% | +3.3% |
| 3Y | +53.1% | +121.5% | -68.4% | +22.6% |
| 5Y | +72.0% | +134.5% | -62.5% | +29.0% |
| 10Y | +131.5% | +376.7% | -245.2% | +20.2% |
| All | +131.5% | +371.9% | -240.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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