+2,336.0%
CLX vs BTI
+6,053.3%
-3,717.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -9.2% | -1.4% | -7.8% | -9.0% |
| 30D | -11.0% | -6.6% | -4.4% | -10.1% |
| 3M | +5.0% | -3.0% | +8.0% | +5.5% |
| 6M | -18.8% | -6.7% | -12.1% | -18.0% |
| YTD | -4.4% | +0.6% | -5.0% | -4.7% |
| 1Y | -21.9% | +5.6% | -27.4% | -22.7% |
| 3Y | -32.8% | +110.3% | -143.1% | -40.7% |
| 5Y | -34.6% | +114.3% | -148.8% | -42.6% |
| 10Y | -4.7% | +67.7% | -72.3% | -15.2% |
| All | +2,336.0% | +6,053.3% | -3,717.4% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling