-26.2%
CLX vs BNS
+49.3%
-75.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -17.0% | +3.5% | -20.5% | -17.3% |
| 3M | -9.7% | +14.1% | -23.7% | -12.7% |
| 6M | -19.8% | +33.8% | -53.6% | -26.5% |
| YTD | -9.8% | +29.5% | -39.3% | -17.1% |
| 1Y | -26.2% | +48.4% | -74.6% | -33.0% |
| All | -26.2% | +49.3% | -75.5% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling