+320.3%
CNP vs URA
-31.1%
+351.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -1.8% | +7.4% | -9.2% | -3.2% |
| 3M | -4.6% | -8.4% | +3.8% | -3.8% |
| 6M | -8.8% | -12.7% | +3.9% | -7.9% |
| YTD | +5.2% | +7.8% | -2.6% | +1.4% |
| 1Y | +8.3% | +19.5% | -11.1% | +1.0% |
| 3Y | +54.9% | +116.4% | -61.5% | +22.7% |
| 5Y | +73.5% | +134.3% | -60.8% | +28.5% |
| 10Y | +139.1% | +359.3% | -220.1% | +35.7% |
| All | +320.3% | -31.1% | +351.4% | +235.2% |
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 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