-36.8%
CLX vs BTI
+113.9%
-150.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -15.8% | -4.8% | -11.0% | -14.8% |
| 3M | -7.9% | -8.1% | +0.2% | -6.1% |
| 6M | -19.0% | -4.2% | -14.9% | -18.3% |
| YTD | -7.9% | -1.3% | -6.6% | -7.8% |
| 1Y | -25.4% | +2.1% | -27.5% | -25.8% |
| 3Y | -35.0% | +108.9% | -143.9% | -46.3% |
| 5Y | -36.8% | +114.5% | -151.2% | -47.3% |
| All | -36.8% | +113.9% | -150.7% | -47.3% |
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