+74.4%
CNP vs URI
+200.7%
-126.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | -1.8% | -12.9% | +11.1% | -0.4% |
| 3M | -4.6% | -6.7% | +2.1% | -4.1% |
| 6M | -8.8% | +19.0% | -27.8% | -11.1% |
| YTD | +5.2% | +25.5% | -20.3% | +1.7% |
| 1Y | +8.3% | +5.5% | +2.8% | +6.8% |
| 3Y | +54.9% | +111.3% | -56.4% | +35.2% |
| All | +74.4% | +200.7% | -126.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling