+1,123.7%
CAT vs BNS
+187.0%
+936.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | +0.6% | -2.2% | +2.8% | +2.2% |
| 30D | -4.5% | +4.5% | -9.0% | -7.9% |
| 3M | -5.8% | +14.9% | -20.7% | -15.3% |
| 6M | +12.7% | +32.5% | -19.7% | -8.4% |
| YTD | +41.4% | +28.6% | +12.8% | +17.3% |
| 1Y | +92.1% | +48.4% | +43.7% | +43.4% |
| 3Y | +197.5% | +130.8% | +66.7% | +58.4% |
| 5Y | +327.9% | +94.8% | +233.1% | +155.6% |
| All | +1,123.7% | +187.0% | +936.7% | +505.6% |
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