+120.3%
CLF vs BNS
+187.0%
-66.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -3.0% |
| 7D | -3.7% | -2.2% | -1.5% | -1.3% |
| 30D | -4.7% | +4.5% | -9.2% | -9.6% |
| 3M | -4.7% | +14.9% | -19.6% | -19.3% |
| 6M | +24.0% | +32.5% | -8.5% | -10.5% |
| YTD | -10.9% | +28.6% | -39.5% | -33.6% |
| 1Y | +4.0% | +48.4% | -44.3% | -34.3% |
| 3Y | -16.9% | +130.8% | -147.7% | -69.5% |
| 5Y | -49.3% | +94.8% | -144.1% | -77.0% |
| All | +120.3% | +187.0% | -66.7% | -24.9% |
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