+50.7%
CF vs BNS
+42.9%
+7.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.1% |
| 7D | +4.8% | -1.1% | +5.9% | +4.2% |
| 30D | +9.7% | +4.7% | +5.0% | +12.6% |
| 3M | +1.2% | +5.5% | -4.3% | +4.9% |
| 6M | +7.4% | +21.7% | -14.3% | +25.3% |
| YTD | +60.5% | +29.5% | +31.1% | +102.1% |
| 1Y | +50.7% | +41.9% | +8.8% | +87.7% |
| All | +50.7% | +42.9% | +7.9% | +87.7% |
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 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