+327.1%
CFG vs BNS
+164.4%
+162.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +1.6% | +1.0% | +0.6% | +0.7% |
| 30D | +3.3% | +2.7% | +0.5% | +0.5% |
| 3M | -11.5% | +3.5% | -15.0% | -15.0% |
| 6M | +6.2% | +22.1% | -15.9% | -13.3% |
| YTD | +14.3% | +29.5% | -15.2% | -12.3% |
| 1Y | +26.7% | +40.7% | -14.0% | -10.5% |
| 3Y | +187.8% | +148.6% | +39.2% | +13.2% |
| 5Y | +61.3% | +79.6% | -18.3% | -11.5% |
| 10Y | +217.2% | +188.9% | +28.3% | +17.0% |
| All | +327.1% | +164.4% | +162.6% | +51.0% |
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