-38.3%
CBRS vs BNS
+22.6%
-60.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.5% |
| 7D | -8.6% | -0.4% | -8.2% | -8.1% |
| 30D | -26.8% | +3.5% | -30.2% | -28.7% |
| 3M | -15.3% | +14.1% | -29.3% | -35.1% |
| All | -38.3% | +22.6% | -60.9% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling