+1,629.9%
CB vs BNS
+1,492.9%
+137.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.3% |
| 7D | +0.5% | +1.5% | -1.1% | -0.3% |
| 30D | -3.1% | +6.0% | -9.1% | -6.3% |
| 3M | +9.0% | +16.3% | -7.4% | -0.1% |
| 6M | +2.9% | +28.8% | -25.9% | -10.9% |
| YTD | +10.1% | +30.0% | -19.9% | -5.4% |
| 1Y | +22.8% | +50.7% | -27.9% | -2.7% |
| 3Y | +73.8% | +125.4% | -51.6% | +8.7% |
| 5Y | +99.2% | +94.2% | +4.9% | +33.3% |
| 10Y | +218.2% | +182.8% | +35.4% | +69.5% |
| All | +1,629.9% | +1,492.9% | +137.0% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling