-33.6%
CLX vs BTI
+113.6%
-147.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.5% | -1.4% | -2.2% | -3.2% |
| 30D | -11.9% | -7.0% | -4.8% | -10.5% |
| 3M | -2.6% | -6.3% | +3.7% | -1.3% |
| 6M | -18.2% | -2.0% | -16.2% | -17.8% |
| YTD | -5.9% | +0.2% | -6.1% | -5.8% |
| 1Y | -23.8% | +3.8% | -27.6% | -24.2% |
| 3Y | -33.6% | +112.1% | -145.7% | -44.7% |
| All | -33.6% | +113.6% | -147.2% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling