+49.0%
BNS vs CLBK
+73.3%
-24.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | +6.0% | +9.1% | -3.2% | +4.6% |
| 3M | +16.3% | +27.7% | -11.3% | +11.8% |
| 6M | +27.3% | +40.8% | -13.5% | +20.5% |
| YTD | +28.5% | +66.4% | -37.9% | +19.4% |
| 1Y | +49.0% | +72.4% | -23.4% | +38.2% |
| All | +49.0% | +73.3% | -24.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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