+304.1%
CFG vs BNS
+187.0%
+117.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -1.7% | -2.2% | +0.5% | +0.6% |
| 30D | -4.6% | +4.5% | -9.1% | -9.4% |
| 3M | +7.9% | +14.9% | -7.0% | -7.7% |
| 6M | +19.9% | +32.5% | -12.6% | -12.0% |
| YTD | +21.7% | +28.6% | -6.9% | -8.0% |
| 1Y | +38.4% | +48.4% | -9.9% | -10.5% |
| 3Y | +187.0% | +130.8% | +56.2% | +12.0% |
| 5Y | +99.5% | +94.8% | +4.7% | -5.9% |
| All | +304.1% | +187.0% | +117.1% | +45.3% |
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