-4.4%
CLX vs CNI
+138.2%
-142.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -17.0% | -2.7% | -14.3% | -16.6% |
| 3M | -9.7% | +3.9% | -13.6% | -10.3% |
| 6M | -19.8% | +16.4% | -36.2% | -21.8% |
| YTD | -9.8% | +25.8% | -35.7% | -13.1% |
| 1Y | -26.2% | +32.4% | -58.6% | -29.4% |
| 3Y | -36.2% | +19.1% | -55.3% | -38.4% |
| 5Y | -38.3% | +13.6% | -51.9% | -40.4% |
| All | -4.4% | +138.2% | -142.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling