Background:
The Conservative Party is one of the five "fusion parties" that can, and often do, nominate candidates on other party lines. The sum total of all lines are what each candidate counts as their total. (There are eight with automatic access; the three that usually put up their own names are the Democrat, Republican and Green parties. The others are the Working Familes Party, the labor union-backed party that supports Democrats; the Independence Party, a rapidly-fading party that usually nominates whoever will get them the most votes; and the Reform and Women's Equality parties, which are dummy lines for the GOP and Dems, respectively.)
The CP is traditionally the party of conservative conscience: usually they endorse the Republican, but sometimes they'll put up their own candidate if the nominee is too liberal, and in local races, they may occasionally cross-endorse a Democrat.
If there were a viable candidate to put against Clinton and Trump, the CP would likely seriously consider it.