-4.4%
CLX vs BTG
+159.3%
-163.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -5.7% | -3.8% | -1.9% | -5.5% |
| 30D | -17.0% | +3.6% | -20.7% | -17.2% |
| 3M | -9.7% | +32.0% | -41.7% | -11.2% |
| 6M | -19.8% | +3.4% | -23.2% | -20.4% |
| YTD | -9.8% | +20.8% | -30.6% | -11.3% |
| 1Y | -26.2% | +22.4% | -48.6% | -27.6% |
| 3Y | -36.2% | +91.7% | -127.9% | -39.6% |
| 5Y | -38.3% | +79.0% | -117.3% | -42.1% |
| All | -4.4% | +159.3% | -163.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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