+1,888.4%
CNP vs CLX
+2,789.7%
-901.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.8% |
| 7D | -3.0% | +13.6% | -16.7% | -5.9% |
| 30D | +6.8% | +29.1% | -22.2% | +0.8% |
| 3M | +3.6% | +1.6% | +2.0% | +2.9% |
| 6M | 0.0% | +18.7% | -18.7% | -4.5% |
| YTD | +9.4% | +11.1% | -1.7% | +5.5% |
| 1Y | +6.8% | +7.0% | -0.2% | +3.9% |
| 3Y | +64.2% | -10.0% | +74.2% | +64.7% |
| 5Y | +76.0% | -22.6% | +98.7% | +79.8% |
| 10Y | +143.3% | +29.3% | +114.0% | +115.5% |
| All | +1,888.4% | +2,789.7% | -901.4% | +908.5% |
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 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