+287.5%
CAH vs BNS
+188.9%
+98.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | +0.2% | +3.5% | -3.3% | -1.4% |
| 3M | +6.3% | +14.1% | -7.8% | -0.1% |
| 6M | +9.4% | +33.8% | -24.4% | -4.6% |
| YTD | +15.0% | +29.5% | -14.5% | +1.6% |
| 1Y | +55.4% | +48.4% | +7.0% | +28.9% |
| 3Y | +173.8% | +129.6% | +44.2% | +81.1% |
| 5Y | +395.2% | +96.1% | +299.1% | +249.5% |
| All | +287.5% | +188.9% | +98.6% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling