+810.4%
CLS vs BNS
+1,485.2%
-674.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +0.9% | +15.4% | +15.6% |
| 30D | -25.7% | +2.8% | -28.4% | -27.0% |
| 3M | -30.9% | +3.0% | -33.9% | -32.4% |
| 6M | -35.5% | +23.3% | -58.8% | -45.1% |
| YTD | -18.7% | +29.3% | -48.0% | -33.2% |
| 1Y | -17.9% | +41.7% | -59.6% | -37.2% |
| 3Y | +838.1% | +147.7% | +690.4% | +361.3% |
| 5Y | +1,971.9% | +79.4% | +1,892.5% | +1,202.8% |
| 10Y | +1,907.9% | +188.5% | +1,719.4% | +780.0% |
| All | +810.4% | +1,485.2% | -674.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling