+415.5%
CNQ vs CLX
-3.7%
+419.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.7% |
| 7D | +0.1% | -5.7% | +5.8% | -0.7% |
| 30D | +6.2% | -17.0% | +23.2% | +3.6% |
| 3M | +12.4% | -9.7% | +22.0% | +11.2% |
| 6M | +9.0% | -19.8% | +28.9% | +6.8% |
| YTD | +52.2% | -9.8% | +62.1% | +51.3% |
| 1Y | +65.0% | -26.2% | +91.2% | +60.2% |
| 3Y | +78.8% | -36.2% | +115.0% | +71.2% |
| 5Y | +286.0% | -38.3% | +324.3% | +269.3% |
| All | +415.5% | -3.7% | +419.2% | +390.6% |
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 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