-7.1%
CNP vs URI
+12.6%
-19.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.1% | +4.5% | -1.7% |
| 7D | -5.3% | -12.9% | +7.6% | -3.8% |
| 30D | +3.7% | -3.4% | +7.1% | +4.4% |
| 3M | -1.1% | -10.0% | +8.9% | -0.4% |
| 6M | -7.1% | +12.2% | -19.3% | -6.3% |
| All | -7.1% | +12.6% | -19.7% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling