+128.1%
BNS vs CLBK
+52.3%
+75.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | +4.5% | +4.5% | -0.1% | +3.6% |
| 3M | +14.9% | +22.8% | -7.9% | +10.4% |
| 6M | +32.5% | +43.4% | -11.0% | +23.6% |
| YTD | +28.6% | +64.1% | -35.5% | +16.9% |
| 1Y | +48.4% | +67.6% | -19.2% | +34.0% |
| All | +128.1% | +52.3% | +75.8% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling