+1.5%
CARR vs BNS
+130.5%
-128.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -8.9% | +3.5% | -12.4% | -11.0% |
| 3M | -17.3% | +14.1% | -31.4% | -24.4% |
| 6M | -1.4% | +33.8% | -35.2% | -18.6% |
| YTD | +10.0% | +29.5% | -19.5% | -7.6% |
| 1Y | -6.4% | +48.4% | -54.8% | -27.7% |
| 3Y | +1.5% | +129.6% | -128.1% | -42.3% |
| All | +1.5% | +130.5% | -128.9% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling