-35.5%
CLX vs BTDR
+0.6%
-36.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | -0.9% |
| 7D | -5.9% | -3.2% | -2.7% | -5.8% |
| 30D | -17.0% | +32.7% | -49.7% | -17.1% |
| 3M | -9.6% | -28.4% | +18.8% | -9.4% |
| 6M | -21.5% | +51.7% | -73.2% | -21.8% |
| YTD | -8.8% | +2.9% | -11.7% | -9.1% |
| 1Y | -24.7% | -15.5% | -9.2% | -24.9% |
| All | -35.5% | +0.6% | -36.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling