+132.0%
C vs BNS
+93.4%
+38.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +2.6% | -1.3% | +3.9% | +3.6% |
| 30D | +1.9% | +4.0% | -2.1% | -1.3% |
| 3M | +2.8% | +13.8% | -11.0% | -7.3% |
| 6M | +30.6% | +32.7% | -2.1% | +4.5% |
| YTD | +19.9% | +27.6% | -7.7% | -1.1% |
| 1Y | +44.6% | +47.4% | -2.8% | +6.8% |
| 3Y | +272.1% | +129.0% | +143.2% | +91.6% |
| 5Y | +132.0% | +92.7% | +39.3% | +32.0% |
| All | +132.0% | +93.4% | +38.6% | +32.0% |
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 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