+421.5%
CARR vs BNS
+283.7%
+137.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.0% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -8.9% | +3.5% | -12.4% | -11.3% |
| 3M | -17.3% | +14.1% | -31.4% | -25.0% |
| 6M | -1.4% | +33.8% | -35.2% | -19.6% |
| YTD | +10.0% | +29.5% | -19.5% | -8.5% |
| 1Y | -6.4% | +48.4% | -54.8% | -29.2% |
| 3Y | +1.5% | +129.6% | -128.1% | -43.9% |
| 5Y | +9.3% | +96.1% | -86.8% | -33.1% |
| All | +421.5% | +283.7% | +137.8% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling