-29.6%
CLS vs BNS
+52.0%
-81.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.0% | -11.8% |
| 7D | -21.1% | +2.0% | -23.1% | -22.8% |
| 30D | -38.2% | +7.8% | -46.0% | -42.6% |
| 3M | -36.3% | +11.7% | -48.0% | -43.2% |
| 6M | -43.8% | +28.2% | -72.1% | -57.1% |
| YTD | -20.0% | +34.8% | -54.8% | -43.3% |
| 1Y | -29.6% | +51.1% | -80.6% | -52.8% |
| All | -29.6% | +52.0% | -81.6% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling