-4.4%
CLX vs BNS
+188.9%
-193.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | -17.0% | +3.5% | -20.5% | -17.3% |
| 3M | -9.7% | +14.1% | -23.7% | -10.9% |
| 6M | -19.8% | +33.8% | -53.6% | -22.2% |
| YTD | -9.8% | +29.5% | -39.3% | -12.2% |
| 1Y | -26.2% | +48.4% | -74.6% | -29.0% |
| 3Y | -36.2% | +129.6% | -165.8% | -41.1% |
| 5Y | -38.3% | +96.1% | -134.4% | -42.7% |
| All | -4.4% | +188.9% | -193.3% | -15.2% |
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