-28.9%
CDW vs BNS
+130.3%
-159.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -4.9% |
| 7D | -3.9% | +1.8% | -5.7% | -4.3% |
| 30D | +6.9% | +4.5% | +2.4% | +5.4% |
| 3M | +7.7% | +15.8% | -8.1% | +2.9% |
| 6M | +18.3% | +31.5% | -13.2% | +7.8% |
| YTD | +7.8% | +28.6% | -20.9% | -1.2% |
| 1Y | -12.2% | +48.2% | -60.4% | -23.8% |
| 3Y | -28.9% | +130.8% | -159.7% | -49.0% |
| All | -28.9% | +130.3% | -159.2% | -49.0% |
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 · 6 months rolling