-23.6%
CDW vs BNS
+93.4%
-116.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -4.2% | -1.3% | -3.0% | -3.6% |
| 30D | +4.9% | +4.0% | +0.8% | +2.9% |
| 3M | +7.3% | +13.8% | -6.5% | +0.4% |
| 6M | +19.2% | +32.7% | -13.5% | +2.4% |
| YTD | +6.2% | +27.6% | -21.4% | -7.1% |
| 1Y | -14.0% | +47.4% | -61.4% | -30.6% |
| 3Y | -30.0% | +129.0% | -159.0% | -57.0% |
| 5Y | -23.6% | +92.7% | -116.3% | -48.2% |
| All | -23.6% | +93.4% | -116.9% | -48.2% |
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