-34.8%
CLX vs BNS
+127.2%
-162.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -15.8% | +4.0% | -19.8% | -16.4% |
| 3M | -7.9% | +13.8% | -21.7% | -10.5% |
| 6M | -19.0% | +32.7% | -51.7% | -23.8% |
| YTD | -7.9% | +27.6% | -35.5% | -12.8% |
| 1Y | -25.4% | +47.4% | -72.8% | -31.2% |
| All | -34.8% | +127.2% | -162.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling