+22.1%
CLX vs BTSG
+28.3%
-6.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +9.5% | +6.0% | +3.5% | +9.2% |
| 30D | +30.7% | +12.4% | +18.3% | +30.2% |
| 3M | +4.2% | +18.2% | -14.0% | +3.8% |
| 6M | +22.1% | +26.0% | -3.9% | +25.5% |
| All | +22.1% | +28.3% | -6.1% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling