+332.7%
CAT vs BNS
+93.4%
+239.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.8% |
| 30D | -2.6% | +4.0% | -6.6% | -5.5% |
| 3M | -10.7% | +13.8% | -24.5% | -18.7% |
| 6M | +16.1% | +32.7% | -16.5% | -4.9% |
| YTD | +43.2% | +27.6% | +15.6% | +20.4% |
| 1Y | +96.8% | +47.4% | +49.4% | +50.0% |
| 3Y | +201.4% | +129.0% | +72.4% | +67.1% |
| 5Y | +332.7% | +92.7% | +240.0% | +148.1% |
| All | +332.7% | +93.4% | +239.3% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling