+223.5%
CB vs BNS
+179.9%
+43.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -3.1% | +4.0% | -7.1% | -5.2% |
| 3M | +4.2% | +13.8% | -9.6% | -3.2% |
| 6M | +4.7% | +32.7% | -28.0% | -10.6% |
| YTD | +8.8% | +27.6% | -18.8% | -5.4% |
| 1Y | +22.6% | +47.4% | -24.8% | -1.6% |
| 3Y | +70.6% | +129.0% | -58.4% | +4.9% |
| 5Y | +99.4% | +92.7% | +6.7% | +33.9% |
| 10Y | +223.5% | +182.1% | +41.4% | +73.9% |
| All | +223.5% | +179.9% | +43.6% | +73.9% |
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