+330.7%
CNP vs URA
-51.6%
+382.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.0% |
| 7D | -4.2% | -4.1% | -0.1% | -3.5% |
| 30D | +5.5% | -19.0% | +24.5% | +9.3% |
| 3M | +0.6% | -25.1% | +25.7% | +5.3% |
| 6M | -2.8% | -44.5% | +41.6% | +6.6% |
| YTD | +7.9% | -24.3% | +32.2% | +10.2% |
| 1Y | +6.7% | -28.1% | +34.8% | +9.6% |
| 3Y | +61.1% | +40.7% | +20.5% | +38.1% |
| 5Y | +73.0% | +35.5% | +37.5% | +44.4% |
| 10Y | +141.9% | +281.2% | -139.3% | +40.0% |
| All | +330.7% | -51.6% | +382.4% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling