+86.0%
CAPR vs BNS
+94.5%
-8.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -9.5% | +1.8% | -11.3% | -10.2% |
| 30D | +121.5% | +4.5% | +117.0% | +118.3% |
| 3M | -65.4% | +15.8% | -81.2% | -67.2% |
| 6M | -67.5% | +31.5% | -99.0% | -70.6% |
| YTD | -68.6% | +28.6% | -97.2% | -71.4% |
| 1Y | +42.7% | +48.2% | -5.5% | +22.5% |
| 3Y | +43.4% | +130.8% | -87.4% | +3.5% |
| 5Y | +86.0% | +94.9% | -8.9% | +47.6% |
| All | +86.0% | +94.5% | -8.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling