+74.4%
CNP vs URA
+128.0%
-53.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | -1.8% | +7.4% | -9.2% | -2.3% |
| 3M | -4.6% | -8.4% | +3.8% | -4.2% |
| 6M | -8.8% | -12.7% | +3.9% | -8.3% |
| YTD | +5.2% | +7.8% | -2.6% | +3.6% |
| 1Y | +8.3% | +19.5% | -11.1% | +4.9% |
| 3Y | +54.9% | +116.4% | -61.5% | +37.5% |
| All | +74.4% | +128.0% | -53.6% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling