Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNLPM (The Connecticut Light and Power Company) | 0.93% | 7.22% | 0.30% | -3.03% | 1.15% | 3.82% | 4.77% | … | … |
Data as of 06/03/2026, Common starting date is 10/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNLPM (The Connecticut Light and Power Company) | 10/16/2003 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.62 | 7.22 | 0.30 | -3.03 | 1.15 | 3.82 | 4.77 | … | … | 0.93 | 7.56 | 5.70 | -10.09 | -16.21 | -0.53 | 7.24 | 8.98 | 1.26 | 6.69 | 7.33 | 5.14 | 9.30 | 2.68 | 18.09 | 14.26 | 17.31 | 23.59 | -12.33 | 5.39 | 2.25 | 13.63 | 5.31 | 5.28 |
| Sharpe Ratio | NA | 0.13 | -0.13 | -0.25 | -0.03 | NA | NA | … | … | -0.07 | 0.23 | 0.08 | -0.52 | -1.07 | -0.05 | 0.55 | 0.36 | -0.01 | 0.32 | 0.59 | 0.31 | 0.80 | 0.09 | 0.78 | 0.83 | 0.79 | 0.78 | -0.47 | 0.09 | -0.04 | 0.56 | 0.11 | 0.82 |
| Standard Deviation(%) | NA | 27.22 | 25.69 | 23.33 | 20.19 | NA | NA | … | … | 34.43 | 20.25 | 25.06 | 26.77 | 16.60 | 11.74 | 12.71 | 21.11 | 18.60 | 18.81 | 12.02 | 16.70 | 11.62 | 30.07 | 23.42 | 17.05 | 21.88 | 30.28 | 28.23 | 26.01 | 31.37 | 20.26 | 39.88 | 33.70 |
| Draw Down(%) | NA | 11.73 | 22.48 | 34.90 | 34.90 | NA | NA | … | … | 11.73 | 7.49 | 12.34 | 22.48 | 20.84 | 4.19 | 7.11 | 9.24 | 8.75 | 9.66 | 4.00 | 6.77 | 4.37 | 10.00 | 7.87 | 7.89 | 6.58 | 11.47 | 24.45 | 9.62 | 10.00 | 8.11 | 25.95 | 7.69 |
| Yield(%) | 0.00 | 4.68 | 4.41 | 3.35 | 3.97 | 5.10 | 5.56 | … | … | 1.51 | 6.13 | 4.65 | 5.29 | 4.24 | 2.07 | 4.24 | 4.43 | 4.29 | 4.38 | 4.50 | 4.33 | 4.72 | 4.62 | 5.20 | 5.62 | 6.21 | 7.17 | 5.93 | 5.47 | 5.70 | 6.10 | 6.03 | 0.00 |
Data as of 06/03/2026, Common starting date is 10/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLPM (The Connecticut Light and Power Company) |
-11.16%
Oct 2020 – Oct 2023 |
-4.92%
Oct 2018 – Oct 2023 |
0.09%
Oct 2013 – Oct 2023 |
3.76%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLPM (The Connecticut Light and Power Company) |
21.39%
Jun 2009 – Jun 2012 |
15.16%
Oct 2008 – Oct 2013 |
11.22%
May 2004 – May 2014 |
9.22%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison Chart