+134.8%
CNP vs URI
+1,374.0%
-1,239.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -4.2% | -9.8% | +5.6% | -2.2% |
| 30D | +5.5% | +1.7% | +3.8% | +5.1% |
| 3M | +0.6% | -9.1% | +9.6% | +2.3% |
| 6M | -2.8% | +9.9% | -12.7% | -5.2% |
| YTD | +7.9% | +31.2% | -23.4% | +0.2% |
| 1Y | +6.7% | +25.9% | -19.3% | -0.2% |
| 3Y | +61.1% | +147.4% | -86.2% | +24.8% |
| 5Y | +73.0% | +179.7% | -106.8% | +25.4% |
| All | +134.8% | +1,374.0% | -1,239.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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