Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNLTP (The Connecticut Light and Power Company) | 5.05% | 3.89% | -2.69% | -2.12% | 1.97% | 4.51% | 4.99% | 7.37% |
Data as of 07/28/2025, AR inception is 04/15/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNLTP (The Connecticut Light and Power Company) | 04/15/1994 | 07/28/2025 |
| 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.63 | 3.89 | -2.69 | -2.12 | 1.97 | 4.51 | 4.99 | 7.37 | 5.05 | 14.55 | -8.72 | -24.25 | 6.48 | 7.05 | 17.14 | -4.94 | 7.34 | 11.74 | 3.03 | 3.76 | 7.77 | 10.34 | 22.46 | 11.92 | 5.55 | -3.71 | 4.82 | 9.52 | 14.82 | 8.51 | 21.79 | 25.98 | 10.39 | -8.97 | 14.69 | 19.67 | 37.64 | -16.86 | 29.57 | -5.12 |
| Sharpe Ratio | NA | 0.08 | -0.26 | -0.19 | 0.01 | NA | NA | 0.17 | 0.33 | 0.38 | -0.57 | -0.89 | 0.40 | 0.44 | 0.91 | -0.21 | 0.23 | 0.99 | 0.23 | 0.21 | 0.37 | 0.37 | 0.65 | 0.56 | 0.28 | -0.10 | 0.06 | 0.23 | 0.42 | 0.20 | 0.47 | 1.03 | 0.25 | -0.45 | 0.25 | 0.62 | 0.78 | -0.41 | 1.02 | -0.12 |
| Standard Deviation(%) | NA | 17.06 | 23.22 | 21.66 | 21.92 | NA | NA | 31.98 | 18.60 | 21.06 | 22.84 | 28.86 | 16.27 | 15.29 | 17.37 | 29.70 | 29.07 | 11.61 | 12.97 | 18.07 | 20.92 | 27.77 | 34.70 | 21.12 | 19.45 | 44.84 | 32.07 | 27.74 | 30.03 | 38.63 | 44.85 | 24.11 | 32.38 | 28.72 | 45.80 | 26.34 | 43.80 | 49.75 | 25.29 | 83.79 |
| Draw Down(%) | NA | 7.36 | 24.59 | 35.99 | 35.99 | NA | NA | 40.76 | 5.34 | 11.08 | 20.35 | 27.45 | 6.01 | 9.24 | 8.34 | 9.74 | 11.14 | 5.64 | 4.74 | 9.80 | 8.65 | 19.50 | 12.24 | 6.88 | 9.60 | 26.22 | 11.55 | 9.76 | 10.89 | 17.72 | 18.70 | 9.56 | 10.34 | 16.80 | 17.29 | 10.45 | 16.13 | 30.04 | 8.26 | 40.76 |
| Yield(%) | 0.00 | 3.06 | 4.02 | 3.53 | 4.28 | 5.52 | 5.73 | 8.19 | 3.09 | 4.81 | 5.53 | 4.00 | 2.09 | 4.27 | 4.78 | 4.35 | 4.46 | 4.76 | 4.68 | 4.63 | 4.76 | 5.00 | 5.79 | 6.11 | 6.05 | 5.33 | 5.45 | 5.64 | 6.11 | 6.24 | 7.12 | 10.19 | 10.23 | 6.82 | 7.24 | 8.00 | 10.00 | 7.62 | 9.07 | 4.13 |
Data as of 07/28/2025, AR inception is 04/15/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLTP (The Connecticut Light and Power Company) |
-10.85%
Oct 2020 - Oct 2023 |
-3.72%
Oct 2018 - Oct 2023 |
0.94%
Oct 2013 - Oct 2023 |
3.67%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNLTP (The Connecticut Light and Power Company) |
23.62%
Dec 1996 - Dec 1999 |
17.62%
Feb 2000 - Feb 2005 |
14.80%
Dec 1996 - Dec 2006 |
12.63%
Apr 1997 - Apr 2012 |
Annualized Rolling Returns Comparison Chart