+388.7%
CLF vs BNS
+1,486.8%
-1,098.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.7% |
| 7D | -9.1% | -1.1% | -8.0% | -7.9% |
| 30D | -0.9% | +4.7% | -5.7% | -6.1% |
| 3M | +3.0% | +5.5% | -2.6% | -3.9% |
| 6M | +16.7% | +21.7% | -5.0% | -7.5% |
| YTD | -3.2% | +29.5% | -32.6% | -28.4% |
| 1Y | +24.6% | +41.9% | -17.3% | -16.8% |
| 3Y | -22.3% | +148.5% | -170.8% | -73.0% |
| 5Y | -41.2% | +80.3% | -121.5% | -70.5% |
| 10Y | +83.5% | +184.7% | -101.2% | -41.3% |
| All | +388.7% | +1,486.8% | -1,098.0% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling