+87.5%
CLF vs BNS
+188.9%
-101.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.3% |
| 7D | +2.3% | -3.2% | +5.6% | +6.7% |
| 30D | +1.9% | +5.1% | -3.2% | -3.8% |
| 3M | +5.9% | +6.0% | -0.1% | -1.7% |
| 6M | +16.9% | +23.4% | -6.4% | -9.2% |
| YTD | -1.1% | +30.4% | -31.5% | -27.9% |
| 1Y | +28.8% | +44.0% | -15.1% | -16.2% |
| 3Y | -20.6% | +150.3% | -171.0% | -73.6% |
| 5Y | -41.5% | +83.0% | -124.6% | -71.6% |
| 10Y | +87.5% | +190.9% | -103.4% | -13.3% |
| All | +87.5% | +188.9% | -101.4% | -13.3% |
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 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