+201.4%
CLX vs BTG
+378.0%
-176.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -3.5% | +4.8% | -8.4% | -3.7% |
| 30D | -11.9% | +8.3% | -20.2% | -12.1% |
| 3M | -2.6% | +32.3% | -34.9% | -3.4% |
| 6M | -18.2% | +3.0% | -21.1% | -18.4% |
| YTD | -5.9% | +21.9% | -27.8% | -6.6% |
| 1Y | -23.8% | +28.2% | -52.0% | -24.6% |
| 3Y | -33.6% | +99.9% | -133.5% | -35.2% |
| 5Y | -35.7% | +73.6% | -109.2% | -37.3% |
| 10Y | -2.5% | +136.5% | -139.0% | -5.8% |
| All | +201.4% | +378.0% | -176.6% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling