+73.9%
CNP vs CLX
-27.2%
+101.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -4.2% | +13.6% | -17.8% | -6.3% |
| 30D | +5.5% | +23.4% | -17.8% | +1.8% |
| 3M | +0.6% | -2.8% | +3.4% | +0.8% |
| 6M | -2.8% | +14.0% | -16.8% | -5.6% |
| YTD | +7.9% | +4.2% | +3.7% | +6.0% |
| 1Y | +6.7% | -1.2% | +7.8% | +5.9% |
| 3Y | +61.1% | -12.7% | +73.8% | +63.6% |
| All | +73.9% | -27.2% | +101.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling