+1,249.5%
CLS vs BNS
+129.0%
+1,120.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.1% |
| 7D | +5.0% | -2.2% | +7.2% | +6.7% |
| 30D | +4.8% | +4.5% | +0.3% | +1.2% |
| 3M | -10.4% | +14.9% | -25.3% | -19.6% |
| 6M | +20.8% | +32.5% | -11.7% | -2.5% |
| YTD | +10.0% | +28.6% | -18.6% | -9.5% |
| 1Y | +28.5% | +48.4% | -19.8% | -4.0% |
| All | +1,249.5% | +129.0% | +1,120.5% | +639.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling