+144.4%
CAPR vs BNS
+4.5%
+139.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -7.7% |
| 7D | +19.1% | +1.0% | +18.1% | +18.3% |
| 30D | +48.8% | +2.7% | +46.1% | +44.3% |
| 3M | +144.4% | +3.5% | +140.9% | +132.4% |
| All | +144.4% | +4.5% | +139.9% | +132.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling