-31.8%
CLX vs BTSG
+416.6%
-448.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.9% | +2.9% | -7.8% | -5.0% |
| 30D | -15.8% | +0.9% | -16.7% | -15.8% |
| 3M | -7.9% | +1.6% | -9.6% | -8.0% |
| 6M | -19.0% | +46.8% | -65.8% | -20.0% |
| YTD | -7.9% | +65.5% | -73.5% | -9.5% |
| 1Y | -25.4% | +136.2% | -161.6% | -27.8% |
| All | -31.8% | +416.6% | -448.4% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling