+1,083.1%
CLS vs BNS
+1,492.9%
-409.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.7% |
| 7D | +4.6% | +1.5% | +3.0% | +3.3% |
| 30D | -13.9% | +6.0% | -19.8% | -17.7% |
| 3M | -26.6% | +16.3% | -42.9% | -34.7% |
| 6M | +15.4% | +28.8% | -13.3% | -4.8% |
| YTD | +5.7% | +30.0% | -24.3% | -13.6% |
| 1Y | +41.1% | +50.7% | -9.6% | +2.8% |
| 3Y | +1,228.6% | +125.4% | +1,103.2% | +600.0% |
| 5Y | +3,240.6% | +94.2% | +3,146.4% | +1,874.7% |
| 10Y | +2,760.3% | +182.8% | +2,577.5% | +1,168.9% |
| All | +1,083.1% | +1,492.9% | -409.8% | -32.7% |
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