+14.4%
CDE vs BNS
+1,476.3%
-1,461.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.8% |
| 7D | -6.1% | -2.2% | -3.9% | -4.4% |
| 30D | +9.5% | +4.5% | +5.0% | +5.2% |
| 3M | +32.0% | +14.9% | +17.1% | +17.6% |
| 6M | -12.8% | +32.5% | -45.3% | -30.3% |
| YTD | +14.2% | +28.6% | -14.4% | -6.1% |
| 1Y | +36.3% | +48.4% | -12.1% | -0.3% |
| 3Y | +821.4% | +130.8% | +690.6% | +375.9% |
| 5Y | +194.3% | +94.8% | +99.5% | +74.3% |
| 10Y | +53.2% | +184.3% | -131.1% | -36.0% |
| All | +14.4% | +1,476.3% | -1,461.9% | -81.7% |
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