+593.0%
CEG vs BNS
+58.9%
+534.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +12.1% | +0.9% | +11.2% | +11.6% |
| 30D | +0.2% | +2.8% | -2.5% | -1.6% |
| 3M | +0.7% | +3.0% | -2.3% | -1.5% |
| 6M | +2.2% | +23.3% | -21.0% | -10.8% |
| YTD | -20.3% | +29.3% | -49.7% | -32.7% |
| 1Y | -16.1% | +41.7% | -57.8% | -33.1% |
| 3Y | +134.7% | +147.7% | -13.1% | +29.1% |
| All | +593.0% | +58.9% | +534.1% | +387.5% |
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