+41.1%
CLS vs BNS
+52.2%
-11.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.0% |
| 7D | +4.6% | +1.5% | +3.0% | +3.0% |
| 30D | -13.9% | +6.0% | -19.8% | -18.6% |
| 3M | -26.6% | +16.3% | -42.9% | -37.0% |
| 6M | +15.4% | +28.8% | -13.3% | -13.4% |
| YTD | +5.7% | +30.0% | -24.3% | -20.2% |
| 1Y | +41.1% | +50.7% | -9.6% | -0.2% |
| All | +41.1% | +52.2% | -11.1% | -0.2% |
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