+10.3%
CLX vs BTSG
+112.2%
-101.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +9.5% | +6.0% | +3.5% | +9.4% |
| 30D | +30.7% | +12.4% | +18.3% | +30.7% |
| 3M | +4.2% | +18.2% | -14.0% | +4.2% |
| 6M | +22.1% | +26.0% | -3.9% | +22.9% |
| YTD | +14.1% | +90.1% | -76.1% | +12.5% |
| 1Y | +10.3% | +124.3% | -114.0% | -1.2% |
| All | +10.3% | +112.2% | -101.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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