+863.2%
CDW vs BNS
+231.5%
+631.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +3.2% | +1.5% | +1.6% | +2.3% |
| 30D | +9.3% | +6.0% | +3.3% | +5.8% |
| 3M | +9.8% | +16.3% | -6.6% | +0.5% |
| 6M | +23.3% | +28.8% | -5.4% | +5.8% |
| YTD | +13.7% | +30.0% | -16.3% | -3.3% |
| 1Y | -6.5% | +50.7% | -57.2% | -27.1% |
| 3Y | -25.2% | +125.4% | -150.6% | -54.8% |
| 5Y | -19.5% | +94.2% | -113.7% | -47.0% |
| 10Y | +285.8% | +182.8% | +103.0% | +100.6% |
| All | +863.2% | +231.5% | +631.7% | +324.0% |
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