-13.7%
CLF vs BNS
+130.3%
-144.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -0.9% |
| 7D | +6.5% | +1.8% | +4.7% | +5.0% |
| 30D | +0.2% | +4.5% | -4.2% | -3.2% |
| 3M | -3.1% | +15.8% | -18.9% | -14.3% |
| 6M | +25.0% | +31.5% | -6.5% | +0.1% |
| YTD | -7.5% | +28.6% | -36.1% | -24.7% |
| 1Y | +11.5% | +48.2% | -36.7% | -18.3% |
| 3Y | -13.7% | +130.8% | -144.5% | -53.7% |
| All | -13.7% | +130.3% | -144.0% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling