+290.7%
CLX vs BNS
+1,476.3%
-1,185.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | -3.5% | +1.8% | -5.4% | -3.9% |
| 30D | -11.9% | +4.5% | -16.4% | -12.6% |
| 3M | -2.6% | +15.8% | -18.4% | -5.3% |
| 6M | -18.2% | +31.5% | -49.6% | -22.2% |
| YTD | -5.9% | +28.6% | -34.5% | -10.3% |
| 1Y | -23.8% | +48.2% | -72.0% | -29.2% |
| 3Y | -33.6% | +130.8% | -164.4% | -43.3% |
| 5Y | -35.7% | +94.9% | -130.6% | -43.8% |
| 10Y | -2.5% | +179.6% | -182.1% | -22.7% |
| All | +290.7% | +1,476.3% | -1,185.6% | +113.5% |
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 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