+33.1%
CAPR vs BNS
+127.2%
-94.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -12.6% | -1.3% | -11.4% | -12.1% |
| 30D | +124.4% | +4.0% | +120.4% | +120.7% |
| 3M | -66.8% | +13.8% | -80.6% | -68.7% |
| 6M | -71.8% | +32.7% | -104.5% | -75.2% |
| YTD | -70.1% | +27.6% | -97.7% | -73.2% |
| 1Y | +33.3% | +47.4% | -14.1% | +9.0% |
| All | +33.1% | +127.2% | -94.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling