+2,895.1%
CCI vs BNS
+1,476.3%
+1,418.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +0.2% | +1.8% | -1.6% | -0.8% |
| 30D | +0.5% | +4.5% | -4.0% | -2.0% |
| 3M | -16.3% | +15.8% | -32.1% | -22.9% |
| 6M | -13.9% | +31.5% | -45.4% | -26.1% |
| YTD | -12.4% | +28.6% | -41.0% | -24.1% |
| 1Y | -15.2% | +48.2% | -63.4% | -31.8% |
| 3Y | -9.9% | +130.8% | -140.7% | -43.4% |
| 5Y | -50.8% | +94.9% | -145.7% | -66.7% |
| 10Y | +18.3% | +179.6% | -161.3% | -37.8% |
| All | +2,895.1% | +1,476.3% | +1,418.8% | +353.9% |
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 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