+3,616.8%
CLS vs BNS
+92.5%
+3,524.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.2% |
| 7D | +5.0% | -2.2% | +7.2% | +6.8% |
| 30D | +4.8% | +4.5% | +0.3% | +0.9% |
| 3M | -10.4% | +14.9% | -25.3% | -20.3% |
| 6M | +20.8% | +32.5% | -11.7% | -4.1% |
| YTD | +10.0% | +28.6% | -18.6% | -10.8% |
| 1Y | +28.5% | +48.4% | -19.8% | -7.1% |
| 3Y | +1,292.2% | +130.8% | +1,161.4% | +587.4% |
| 5Y | +3,616.8% | +94.8% | +3,522.0% | +1,870.3% |
| All | +3,616.8% | +92.5% | +3,524.3% | +1,870.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling