+5,967.0%
CF vs BNS
+593.8%
+5,373.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.4% |
| 7D | +6.0% | +1.5% | +4.5% | +4.8% |
| 30D | +14.8% | +6.0% | +8.9% | +9.7% |
| 3M | +14.1% | +16.3% | -2.3% | +1.4% |
| 6M | +28.5% | +28.8% | -0.2% | +4.5% |
| YTD | +74.9% | +30.0% | +45.0% | +40.9% |
| 1Y | +61.7% | +50.7% | +11.0% | +16.4% |
| 3Y | +80.3% | +125.4% | -45.1% | -6.9% |
| 5Y | +226.0% | +94.2% | +131.7% | +84.0% |
| 10Y | +569.9% | +182.8% | +387.0% | +186.8% |
| All | +5,967.0% | +593.8% | +5,373.2% | +1,439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling