+18.8%
CLF vs BNS
+52.2%
-33.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.8% |
| 7D | +7.6% | +1.5% | +6.0% | +6.1% |
| 30D | -1.2% | +6.0% | -7.1% | -6.0% |
| 3M | -13.4% | +16.3% | -29.7% | -25.7% |
| 6M | +15.4% | +28.8% | -13.3% | -11.6% |
| YTD | -5.9% | +30.0% | -35.8% | -28.2% |
| 1Y | +18.8% | +50.7% | -31.9% | -17.8% |
| All | +18.8% | +52.2% | -33.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling