-49.3%
CCI vs BNS
+94.7%
-144.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.2% | +3.5% | -1.2% | +0.7% |
| 3M | -16.9% | +14.1% | -30.9% | -21.6% |
| 6M | -11.5% | +33.8% | -45.3% | -22.4% |
| YTD | -12.8% | +29.5% | -42.3% | -22.5% |
| 1Y | -17.1% | +48.4% | -65.5% | -30.9% |
| 3Y | -9.6% | +129.6% | -139.2% | -40.2% |
| All | -49.3% | +94.7% | -144.0% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling