+647.4%
CNP vs URI
+7,377.6%
-6,730.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.1% | +4.5% | -1.5% |
| 7D | -5.3% | -12.9% | +7.6% | -3.4% |
| 30D | +3.7% | -3.4% | +7.1% | +4.1% |
| 3M | -1.1% | -10.0% | +8.9% | +0.3% |
| 6M | -7.1% | +12.2% | -19.3% | -9.1% |
| YTD | +6.0% | +29.8% | -23.7% | +0.7% |
| 1Y | +5.2% | +24.6% | -19.4% | +0.4% |
| 3Y | +57.5% | +137.6% | -80.1% | +33.5% |
| 5Y | +70.0% | +176.6% | -106.6% | +38.0% |
| 10Y | +137.8% | +1,402.6% | -1,264.8% | +43.8% |
| All | +647.4% | +7,377.6% | -6,730.1% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling