+57.3%
CL vs BNS
+179.9%
-122.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -5.5% | +4.0% | -9.5% | -6.5% |
| 3M | +0.8% | +13.8% | -13.0% | -2.6% |
| 6M | -4.2% | +32.7% | -36.9% | -10.9% |
| YTD | +13.4% | +27.6% | -14.2% | +6.3% |
| 1Y | +7.1% | +47.4% | -40.3% | -3.3% |
| 3Y | +29.0% | +129.0% | -100.0% | +3.2% |
| 5Y | +28.3% | +92.7% | -64.4% | +6.5% |
| 10Y | +57.3% | +182.1% | -124.8% | +14.5% |
| All | +57.3% | +179.9% | -122.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling