+246.7%
CB vs BNS
+188.9%
+57.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.0% | -3.2% | +2.2% | +0.5% |
| 30D | +7.3% | +5.1% | +2.2% | +4.5% |
| 3M | +7.0% | +6.0% | +1.1% | +3.4% |
| 6M | +16.3% | +23.4% | -7.0% | +3.3% |
| YTD | +19.7% | +30.4% | -10.7% | +2.7% |
| 1Y | +27.8% | +44.0% | -16.2% | +3.8% |
| 3Y | +72.0% | +150.3% | -78.3% | +0.4% |
| 5Y | +104.9% | +83.0% | +21.8% | +42.2% |
| 10Y | +246.7% | +190.9% | +55.8% | +87.5% |
| All | +246.7% | +188.9% | +57.8% | +87.5% |
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