+58.2%
CAPR vs BNS
+50.5%
+7.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | +139.2% | +6.0% | +133.2% | +137.2% |
| 3M | -66.4% | +16.3% | -82.7% | -64.7% |
| 6M | -63.1% | +27.3% | -90.4% | -61.6% |
| YTD | -67.4% | +28.5% | -95.9% | -63.5% |
| 1Y | +58.2% | +49.0% | +9.2% | +127.8% |
| All | +58.2% | +50.5% | +7.8% | +127.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling