+992.3%
CDW vs BNS
+230.4%
+761.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +9.1% | +1.0% | +8.1% | +8.5% |
| 30D | +13.7% | +2.7% | +11.0% | +12.3% |
| 3M | +27.0% | +3.5% | +23.5% | +24.9% |
| 6M | +75.9% | +22.1% | +53.8% | +56.8% |
| YTD | +28.9% | +29.5% | -0.6% | +10.2% |
| 1Y | +19.6% | +40.7% | -21.1% | -2.6% |
| 3Y | -14.6% | +148.6% | -163.2% | -51.1% |
| 5Y | -3.2% | +79.6% | -82.8% | -33.0% |
| 10Y | +321.3% | +188.9% | +132.4% | +117.8% |
| All | +992.3% | +230.4% | +761.9% | +383.0% |
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 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