-21.8%
CLX vs BTI
+151.5%
-173.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +8.5% | -3.2% | +11.8% | +9.4% |
| 30D | +30.0% | +9.7% | +20.3% | +27.0% |
| 3M | +3.8% | +11.1% | -7.3% | +1.0% |
| 6M | +24.6% | -1.2% | +25.8% | +24.6% |
| YTD | +12.8% | +12.7% | +0.1% | +9.3% |
| 1Y | +8.6% | +15.8% | -7.2% | +4.6% |
| 3Y | -8.6% | +148.9% | -157.5% | -28.1% |
| 5Y | -21.8% | +151.9% | -173.7% | -38.5% |
| All | -21.8% | +151.5% | -173.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling