-78.7%
CAPR vs BNS
+188.9%
-267.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | -11.0% | -0.4% | -10.6% | -10.7% |
| 30D | +99.8% | +3.5% | +96.3% | +95.5% |
| 3M | -66.6% | +14.1% | -80.6% | -70.0% |
| 6M | -75.1% | +33.8% | -108.8% | -80.2% |
| YTD | -71.0% | +29.5% | -100.5% | -76.4% |
| 1Y | +30.0% | +48.4% | -18.4% | -6.0% |
| 3Y | +29.0% | +129.6% | -100.6% | -35.5% |
| 5Y | +70.8% | +96.1% | -25.3% | -7.6% |
| All | -78.7% | +188.9% | -267.6% | -93.8% |
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 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