+206.6%
CFG vs BNS
+188.0%
+18.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +1.6% | +1.0% | +0.6% | +0.6% |
| 30D | +3.3% | +2.7% | +0.5% | +0.3% |
| 3M | -11.5% | +3.5% | -15.0% | -15.4% |
| 6M | +6.2% | +22.1% | -15.9% | -15.1% |
| YTD | +14.3% | +29.5% | -15.2% | -14.7% |
| 1Y | +26.7% | +40.7% | -14.0% | -13.7% |
| 3Y | +187.8% | +148.6% | +39.2% | +1.9% |
| 5Y | +61.3% | +79.6% | -18.3% | -17.2% |
| All | +206.6% | +188.0% | +18.6% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling