+626.9%
CEG vs BNS
+56.8%
+570.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +1.3% | -1.3% | +2.6% | +2.1% |
| 30D | +8.8% | +4.0% | +4.8% | +5.9% |
| 3M | +17.0% | +13.8% | +3.2% | +7.3% |
| 6M | -8.7% | +32.7% | -41.4% | -23.9% |
| YTD | -16.4% | +27.6% | -44.0% | -28.7% |
| 1Y | -1.8% | +47.4% | -49.2% | -23.7% |
| 3Y | +175.8% | +129.0% | +46.8% | +59.6% |
| All | +626.9% | +56.8% | +570.2% | +416.5% |
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 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