+62.8%
CNQ vs CLX
-6.5%
+69.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.7% | -13.1% | -6.1% |
| 7D | -9.4% | +14.2% | -23.6% | -6.8% |
| 30D | +2.8% | +22.7% | -19.9% | +7.2% |
| 3M | +8.5% | -2.8% | +11.2% | +8.2% |
| 6M | +6.4% | +17.7% | -11.3% | +9.7% |
| YTD | +50.9% | +3.3% | +47.6% | +52.1% |
| 1Y | +62.8% | -5.6% | +68.5% | +62.4% |
| All | +62.8% | -6.5% | +69.4% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling