+509.2%
CL vs BNS
+1,470.7%
-961.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | +11.4% | +5.1% | +6.2% | +9.9% |
| 3M | +4.4% | +4.7% | -0.3% | +2.9% |
| 6M | +10.8% | +19.0% | -8.2% | +5.4% |
| YTD | +25.1% | +28.2% | -3.0% | +16.6% |
| 1Y | +28.0% | +43.4% | -15.4% | +15.7% |
| 3Y | +37.6% | +143.1% | -105.5% | +7.3% |
| 5Y | +39.7% | +77.3% | -37.6% | +17.4% |
| 10Y | +75.8% | +183.5% | -107.7% | +26.3% |
| All | +509.2% | +1,470.7% | -961.4% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling