+30.0%
CAPR vs BNS
+49.3%
-19.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | -11.0% | -0.4% | -10.6% | -10.9% |
| 30D | +99.8% | +3.5% | +96.3% | +95.9% |
| 3M | -66.6% | +14.1% | -80.6% | -65.3% |
| 6M | -75.1% | +33.8% | -108.8% | -72.4% |
| YTD | -71.0% | +29.5% | -100.5% | -67.4% |
| 1Y | +30.0% | +48.4% | -18.4% | +80.6% |
| All | +30.0% | +49.3% | -19.3% | +80.6% |
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