-67.5%
CAPR vs BNS
+22.9%
-90.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.2% |
| 7D | +19.1% | +1.0% | +18.1% | +18.7% |
| 30D | +48.8% | +2.7% | +46.1% | +47.1% |
| 3M | +144.4% | +3.5% | +140.9% | +130.1% |
| 6M | -67.5% | +22.1% | -89.6% | -73.7% |
| All | -67.5% | +22.9% | -90.4% | -73.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling