-97.9%
CAPR vs BNS
+425.6%
-523.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.0% | +1.5% | -3.5% | -2.6% |
| 30D | +139.2% | +6.0% | +133.2% | +135.0% |
| 3M | -66.4% | +16.3% | -82.7% | -68.2% |
| 6M | -63.1% | +28.8% | -91.9% | -66.4% |
| YTD | -67.4% | +30.0% | -97.4% | -70.4% |
| 1Y | +58.2% | +50.7% | +7.5% | +35.8% |
| 3Y | +42.2% | +125.4% | -83.2% | +5.6% |
| 5Y | +87.3% | +94.2% | -7.0% | +44.6% |
| 10Y | -75.3% | +182.8% | -258.1% | -83.9% |
| All | -97.9% | +425.6% | -523.5% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling