+97.0%
CFG vs BNS
+93.4%
+3.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -0.6% | -1.3% | +0.7% | +0.5% |
| 30D | -4.5% | +4.0% | -8.5% | -8.2% |
| 3M | +6.3% | +13.8% | -7.5% | -6.0% |
| 6M | +20.6% | +32.7% | -12.1% | -7.4% |
| YTD | +21.2% | +27.6% | -6.4% | -3.6% |
| 1Y | +38.2% | +47.4% | -9.2% | -4.2% |
| 3Y | +185.9% | +129.0% | +56.9% | +26.9% |
| 5Y | +97.0% | +92.7% | +4.3% | +3.4% |
| All | +97.0% | +93.4% | +3.6% | +3.4% |
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