-36.8%
CLX vs BTDR
+24.7%
-61.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.2% |
| 7D | -4.9% | +14.8% | -19.7% | -5.0% |
| 30D | -15.8% | +41.8% | -57.6% | -15.9% |
| 3M | -7.9% | -29.2% | +21.2% | -7.8% |
| 6M | -19.0% | +66.2% | -85.2% | -19.3% |
| YTD | -7.9% | +10.0% | -17.9% | -8.2% |
| 1Y | -25.4% | -11.0% | -14.4% | -25.5% |
| 3Y | -35.0% | +6.9% | -42.0% | -35.0% |
| 5Y | -36.8% | +24.7% | -61.4% | -34.4% |
| All | -36.8% | +24.7% | -61.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling