+734.7%
CAH vs BNS
+1,463.9%
-729.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.2% | -1.3% | -1.0% | -1.7% |
| 30D | +1.2% | +4.0% | -2.8% | -0.5% |
| 3M | +13.1% | +13.8% | -0.7% | +7.2% |
| 6M | +8.5% | +32.7% | -24.2% | -3.6% |
| YTD | +17.6% | +27.6% | -10.0% | +6.1% |
| 1Y | +60.7% | +47.4% | +13.3% | +36.6% |
| 3Y | +183.2% | +129.0% | +54.2% | +98.3% |
| 5Y | +402.2% | +92.7% | +309.5% | +273.0% |
| 10Y | +302.3% | +182.1% | +120.2% | +150.8% |
| All | +734.7% | +1,463.9% | -729.2% | +144.3% |
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