+1,812.7%
CNP vs CLX
+2,386.6%
-573.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +1.1% | -9.2% | +10.3% | +3.2% |
| 30D | -1.8% | -11.0% | +9.2% | +0.7% |
| 3M | -4.6% | +5.0% | -9.7% | -6.0% |
| 6M | -8.8% | -18.8% | +10.0% | -5.2% |
| YTD | +5.2% | -4.4% | +9.6% | +5.2% |
| 1Y | +8.3% | -21.9% | +30.2% | +13.2% |
| 3Y | +54.9% | -32.8% | +87.6% | +66.2% |
| 5Y | +73.5% | -34.6% | +108.1% | +84.5% |
| 10Y | +139.1% | -4.7% | +143.8% | +127.4% |
| All | +1,812.7% | +2,386.6% | -573.9% | +905.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling