+1,914.6%
CLS vs BNS
+187.6%
+1,727.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +0.9% | +15.4% | +15.5% |
| 30D | -25.7% | +2.8% | -28.4% | -27.2% |
| 3M | -30.9% | +3.0% | -33.9% | -32.6% |
| 6M | -35.5% | +23.3% | -58.8% | -45.9% |
| YTD | -18.7% | +29.3% | -48.0% | -34.5% |
| 1Y | -17.9% | +41.7% | -59.6% | -38.8% |
| 3Y | +838.1% | +147.7% | +690.4% | +330.0% |
| 5Y | +1,971.9% | +79.4% | +1,892.5% | +1,144.9% |
| All | +1,914.6% | +187.6% | +1,727.0% | +764.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling