+27.8%
CB vs BNS
+42.8%
-15.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | +7.3% | +5.1% | +2.2% | +7.4% |
| 3M | +7.0% | +6.0% | +1.1% | +7.4% |
| 6M | +16.3% | +23.4% | -7.0% | +15.4% |
| YTD | +19.7% | +30.4% | -10.7% | +17.0% |
| 1Y | +27.8% | +44.0% | -16.2% | +23.0% |
| All | +27.8% | +42.8% | -15.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling