-24.7%
CLX vs BTI
+2.8%
-27.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -5.9% | -2.0% | -3.9% | -5.3% |
| 30D | -17.0% | -3.4% | -13.6% | -16.2% |
| 3M | -9.6% | -9.0% | -0.6% | -7.2% |
| 6M | -21.5% | -5.0% | -16.5% | -20.3% |
| YTD | -8.8% | -0.3% | -8.5% | -8.2% |
| 1Y | -24.7% | +3.1% | -27.8% | -22.0% |
| All | -24.7% | +2.8% | -27.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling