+139.9%
CNP vs CLX
-3.8%
+143.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +0.7% | -4.9% | +5.6% | +1.8% |
| 30D | -0.1% | -15.8% | +15.8% | +3.6% |
| 3M | -5.6% | -7.9% | +2.3% | -4.3% |
| 6M | -7.5% | -19.0% | +11.6% | -3.7% |
| YTD | +5.5% | -7.9% | +13.4% | +6.3% |
| 1Y | +8.3% | -25.4% | +33.7% | +14.6% |
| 3Y | +51.8% | -35.0% | +86.8% | +64.7% |
| 5Y | +69.9% | -36.8% | +106.6% | +82.2% |
| 10Y | +139.9% | -1.4% | +141.4% | +111.7% |
| All | +139.9% | -3.8% | +143.8% | +111.7% |
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