+235.6%
CAPR vs BNS
+149.7%
+85.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | +44.6% | +2.8% | +41.8% | +43.3% |
| 3M | +126.4% | +3.0% | +123.4% | +123.3% |
| 6M | -68.6% | +23.3% | -91.8% | -71.3% |
| YTD | -67.0% | +29.3% | -96.3% | -70.5% |
| 1Y | +65.2% | +41.7% | +23.5% | +40.7% |
| 3Y | +235.6% | +147.7% | +87.8% | +100.0% |
| All | +235.6% | +149.7% | +85.9% | +100.0% |
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