+607.3%
CEG vs BNS
+58.0%
+549.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.6% |
| 30D | +2.9% | +4.5% | -1.6% | -0.2% |
| 3M | +18.2% | +14.9% | +3.3% | +7.8% |
| 6M | -9.5% | +32.5% | -42.0% | -24.5% |
| YTD | -18.7% | +28.6% | -47.3% | -31.0% |
| 1Y | -10.1% | +48.4% | -58.5% | -30.5% |
| 3Y | +168.3% | +130.8% | +37.5% | +54.5% |
| All | +607.3% | +58.0% | +549.3% | +400.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling