-4.6%
CARR vs BNS
+50.5%
-55.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.7% |
| 7D | +1.6% | +1.5% | 0.0% | +0.7% |
| 30D | -8.7% | +6.0% | -14.7% | -11.8% |
| 3M | -12.6% | +16.3% | -28.9% | -21.8% |
| 6M | -1.5% | +27.3% | -28.9% | -18.8% |
| YTD | +14.3% | +28.5% | -14.2% | -6.1% |
| 1Y | -4.6% | +49.0% | -53.6% | -26.0% |
| All | -4.6% | +50.5% | -55.1% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling