+94.9%
BNS vs CLBK
+43.5%
+51.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | +3.5% | -1.0% | +4.5% | +3.6% |
| 3M | +14.1% | +22.9% | -8.9% | +9.6% |
| 6M | +33.8% | +44.2% | -10.4% | +24.7% |
| YTD | +29.5% | +64.0% | -34.5% | +17.7% |
| 1Y | +48.4% | +65.7% | -17.3% | +34.3% |
| 3Y | +129.6% | +54.1% | +75.5% | +106.9% |
| All | +94.9% | +43.5% | +51.4% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling