-37.6%
CLX vs BNS
+92.5%
-130.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -5.9% | -2.2% | -3.7% | -5.5% |
| 30D | -17.0% | +4.5% | -21.5% | -17.7% |
| 3M | -9.6% | +14.9% | -24.5% | -12.0% |
| 6M | -21.5% | +32.5% | -54.0% | -25.7% |
| YTD | -8.8% | +28.6% | -37.4% | -13.3% |
| 1Y | -24.7% | +48.4% | -73.0% | -30.2% |
| 3Y | -35.6% | +130.8% | -166.4% | -45.4% |
| 5Y | -37.6% | +94.8% | -132.4% | -45.1% |
| All | -37.6% | +92.5% | -130.2% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling