+112.0%
CF vs BNS
+76.9%
+35.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | +4.3% | +5.1% | -0.8% | +3.0% |
| 3M | +2.8% | +4.7% | -1.9% | +1.3% |
| 6M | +0.6% | +19.0% | -18.4% | -4.1% |
| YTD | +56.6% | +28.2% | +28.5% | +45.5% |
| 1Y | +49.6% | +43.4% | +6.2% | +33.1% |
| 3Y | +61.5% | +143.1% | -81.6% | +12.6% |
| All | +112.0% | +76.9% | +35.1% | +57.4% |
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