-10.1%
CEG vs BNS
+48.3%
-58.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +0.3% | -2.2% | +2.5% | +1.3% |
| 30D | +2.9% | +4.5% | -1.6% | +0.4% |
| 3M | +18.2% | +14.9% | +3.3% | +8.6% |
| 6M | -9.5% | +32.5% | -42.0% | -21.4% |
| YTD | -18.7% | +28.6% | -47.3% | -28.5% |
| 1Y | -10.1% | +48.4% | -58.5% | -21.2% |
| All | -10.1% | +48.3% | -58.4% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling