+574.3%
CF vs BNS
+177.9%
+396.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | -0.9% | +1.8% | -2.7% | -2.1% |
| 30D | +18.1% | +4.5% | +13.6% | +14.1% |
| 3M | +23.4% | +15.8% | +7.6% | +10.7% |
| 6M | +17.1% | +31.5% | -14.4% | -5.3% |
| YTD | +76.2% | +28.6% | +47.6% | +44.1% |
| 1Y | +62.3% | +48.2% | +14.1% | +19.0% |
| 3Y | +71.8% | +130.8% | -59.0% | -14.0% |
| 5Y | +234.6% | +94.9% | +139.7% | +86.2% |
| 10Y | +574.3% | +179.6% | +394.7% | +181.7% |
| All | +574.3% | +177.9% | +396.3% | +181.7% |
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