+33.7%
CFG vs BNS
+52.0%
-18.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +0.5% |
| 7D | +1.8% | +2.0% | -0.2% | +0.5% |
| 30D | +3.3% | +7.8% | -4.5% | -1.6% |
| 3M | -9.8% | +11.7% | -21.5% | -16.0% |
| 6M | +5.2% | +28.2% | -23.1% | -11.7% |
| YTD | +16.1% | +34.8% | -18.7% | -5.5% |
| 1Y | +33.7% | +51.1% | -17.4% | +5.8% |
| All | +33.7% | +52.0% | -18.3% | +5.8% |
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