+133.3%
BNS vs CLBK
+64.7%
+68.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | +4.0% | +6.7% | -2.7% | +1.8% |
| 3M | +13.8% | +21.2% | -7.4% | +6.5% |
| 6M | +32.7% | +42.0% | -9.3% | +17.8% |
| YTD | +27.6% | +63.3% | -35.7% | +7.8% |
| 1Y | +47.4% | +65.4% | -18.0% | +23.3% |
| 3Y | +129.0% | +52.5% | +76.5% | +89.9% |
| 5Y | +92.7% | +42.0% | +50.7% | +51.8% |
| All | +133.3% | +64.7% | +68.6% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling