+272.1%
CNQ vs CLX
-38.5%
+310.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.6% |
| 7D | +0.1% | -5.7% | +5.8% | -0.3% |
| 30D | +6.2% | -17.0% | +23.2% | +4.8% |
| 3M | +12.4% | -9.7% | +22.0% | +11.7% |
| 6M | +9.0% | -19.8% | +28.9% | +8.4% |
| YTD | +52.2% | -9.8% | +62.1% | +51.8% |
| 1Y | +65.0% | -26.2% | +91.2% | +63.7% |
| 3Y | +78.8% | -36.2% | +115.0% | +76.5% |
| All | +272.1% | -38.5% | +310.6% | +258.8% |
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