+244.7%
BNS vs CPAY
+1,532.9%
-1,288.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -2.0% | +1.6% | +0.2% |
| 30D | +3.5% | -0.4% | +3.8% | +3.5% |
| 3M | +14.1% | +16.4% | -2.3% | +8.3% |
| 6M | +33.8% | +23.5% | +10.3% | +23.8% |
| YTD | +29.5% | +35.7% | -6.2% | +15.1% |
| 1Y | +48.4% | +30.2% | +18.2% | +33.1% |
| 3Y | +129.6% | +49.7% | +79.9% | +89.7% |
| 5Y | +96.1% | +56.6% | +39.5% | +55.6% |
| 10Y | +186.2% | +153.8% | +32.4% | +88.5% |
| All | +244.7% | +1,532.9% | -1,288.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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