Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNLTL (The Connecticut Light and Power Company) | -2.14% | 0.53% | -5.09% | -4.84% | 0.13% | 3.88% | 4.80% | 5.99% |
Data as of 07/18/2025, AR inception is 01/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNLTL (The Connecticut Light and Power Company) | 01/14/2002 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.48 | 0.53 | -5.09 | -4.84 | 0.13 | 3.88 | 4.80 | 5.99 | -2.14 | 6.45 | -8.29 | -24.26 | 5.35 | 7.16 | 5.30 | 3.03 | 3.37 | 3.68 | 9.98 | 3.68 | 11.64 | 9.15 | 27.38 | 25.03 | 5.71 | -7.57 | -0.47 | 20.00 | -8.62 | 16.77 | 3.44 | 40.71 |
| Sharpe Ratio | NA | -0.15 | -0.27 | -0.26 | -0.06 | NA | NA | 0.13 | -0.63 | 0.00 | -0.35 | -0.77 | 0.39 | 0.54 | 0.33 | 0.12 | 0.15 | 0.38 | 0.52 | 0.22 | 0.46 | 0.24 | 0.96 | 0.65 | 0.18 | -0.20 | -0.12 | 0.49 | -0.35 | 0.20 | 0.02 | 0.22 |
| Standard Deviation(%) | NA | 19.04 | 31.21 | 26.35 | 20.66 | NA | NA | 35.62 | 11.14 | 26.26 | 36.02 | 32.08 | 14.41 | 12.74 | 11.75 | 14.39 | 18.64 | 9.11 | 19.09 | 16.90 | 25.29 | 37.77 | 28.38 | 38.25 | 30.76 | 43.27 | 28.42 | 34.24 | 30.67 | 76.82 | 141.99 | 214.39 |
| Draw Down(%) | NA | 12.24 | 24.66 | 36.10 | 36.10 | NA | NA | 36.10 | 6.40 | 9.65 | 24.66 | 33.74 | 4.99 | 6.05 | 7.83 | 5.54 | 15.38 | 4.44 | 7.05 | 7.40 | 11.79 | 19.61 | 10.38 | 14.20 | 18.24 | 26.11 | 10.59 | 13.77 | 14.95 | 23.01 | 17.01 | 25.00 |
| Yield(%) | 0.00 | 1.52 | 3.46 | 2.96 | 3.66 | 5.35 | 5.83 | 7.45 | 1.48 | 4.45 | 5.19 | 3.77 | 1.94 | 4.01 | 4.04 | 4.00 | 3.97 | 4.13 | 4.18 | 4.15 | 4.45 | 4.65 | 5.61 | 6.61 | 6.54 | 5.70 | 5.37 | 6.06 | 5.22 | 6.43 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 01/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLTL (The Connecticut Light and Power Company) |
-12.34%
Nov 2020 - Nov 2023 |
-5.06%
Jun 2020 - Jun 2025 |
-0.57%
Oct 2013 - Oct 2023 |
3.43%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLTL (The Connecticut Light and Power Company) |
23.38%
Mar 2009 - Mar 2012 |
18.30%
Mar 2009 - Mar 2014 |
13.03%
Sep 2002 - Sep 2012 |
10.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart