+487.0%
CF vs BNS
+186.8%
+300.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +6.9% | +5.5% | +1.4% | +2.6% |
| 3M | +4.8% | +6.0% | -1.1% | -0.4% |
| 6M | +4.7% | +22.6% | -17.9% | -10.6% |
| YTD | +56.5% | +30.5% | +26.0% | +25.7% |
| 1Y | +48.4% | +44.1% | +4.3% | +10.4% |
| 3Y | +59.1% | +150.8% | -91.6% | -25.9% |
| 5Y | +109.5% | +80.7% | +28.9% | +24.6% |
| 10Y | +487.0% | +185.2% | +301.8% | +145.1% |
| All | +487.0% | +186.8% | +300.1% | +145.1% |
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