-48.2%
CLF vs BNS
+93.4%
-141.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -1.5% |
| 30D | -3.2% | +4.0% | -7.2% | -7.0% |
| 3M | -5.0% | +13.8% | -18.7% | -16.9% |
| 6M | +26.6% | +32.7% | -6.1% | -4.5% |
| YTD | -9.0% | +27.6% | -36.6% | -28.7% |
| 1Y | +11.8% | +47.4% | -35.6% | -24.1% |
| 3Y | -15.1% | +129.0% | -144.1% | -63.7% |
| 5Y | -48.2% | +92.7% | -140.9% | -75.4% |
| All | -48.2% | +93.4% | -141.6% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling