+20.2%
CLF vs BNS
+52.0%
-31.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.0% | -12.2% | -11.2% |
| 7D | -7.9% | +2.0% | -9.9% | -9.3% |
| 30D | +5.2% | +7.8% | -2.5% | -0.8% |
| 3M | +4.3% | +11.7% | -7.4% | -5.4% |
| 6M | +25.3% | +28.2% | -3.0% | -3.8% |
| YTD | -3.3% | +34.8% | -38.1% | -30.3% |
| 1Y | +20.2% | +51.1% | -30.8% | -23.7% |
| All | +20.2% | +52.0% | -31.8% | -23.7% |
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