+598.5%
CEG vs BNS
+59.1%
+539.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | +17.8% | +1.0% | +16.9% | +17.3% |
| 30D | -4.5% | +2.7% | -7.3% | -6.2% |
| 3M | +1.5% | +3.5% | -2.0% | -1.1% |
| 6M | -3.5% | +22.1% | -25.6% | -15.3% |
| YTD | -19.7% | +29.5% | -49.2% | -32.3% |
| 1Y | -19.8% | +40.7% | -60.5% | -35.8% |
| 3Y | +136.4% | +148.6% | -12.2% | +29.8% |
| All | +598.5% | +59.1% | +539.4% | +391.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling