+140.6%
CNP vs CLX
+30.5%
+110.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +2.5% | +8.5% | -6.1% | +0.7% |
| 30D | +4.0% | +30.0% | -25.9% | -1.8% |
| 3M | +1.6% | +3.8% | -2.2% | +0.6% |
| 6M | -1.7% | +24.6% | -26.3% | -6.9% |
| YTD | +8.6% | +12.8% | -4.1% | +4.6% |
| 1Y | +5.8% | +8.6% | -2.8% | +2.7% |
| 3Y | +63.0% | -8.6% | +71.7% | +63.6% |
| 5Y | +74.7% | -21.8% | +96.4% | +78.4% |
| All | +140.6% | +30.5% | +110.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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