+61.5%
CF vs BNS
+141.7%
-80.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.2% | -2.2% | -1.0% | -3.5% |
| 30D | +4.3% | +5.1% | -0.8% | +4.8% |
| 3M | +2.8% | +4.7% | -1.9% | +3.4% |
| 6M | +0.6% | +19.0% | -18.4% | +2.4% |
| YTD | +56.6% | +28.2% | +28.5% | +60.6% |
| 1Y | +49.6% | +43.4% | +6.2% | +50.8% |
| 3Y | +61.5% | +143.1% | -81.6% | +44.9% |
| All | +61.5% | +141.7% | -80.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling