+667.9%
CLX vs CNI
+6,544.5%
-5,876.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +2.5% | -6.0% | -4.1% |
| 30D | -11.9% | -2.5% | -9.4% | -11.4% |
| 3M | -2.6% | +2.7% | -5.3% | -3.2% |
| 6M | -18.2% | +16.9% | -35.1% | -20.9% |
| YTD | -5.9% | +26.3% | -32.2% | -10.6% |
| 1Y | -23.8% | +31.1% | -54.9% | -28.3% |
| 3Y | -33.6% | +21.1% | -54.7% | -36.9% |
| 5Y | -35.7% | +11.0% | -46.7% | -38.4% |
| 10Y | -2.5% | +128.1% | -130.6% | -23.0% |
| All | +667.9% | +6,544.5% | -5,876.6% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling