+362.4%
CFG vs BNS
+165.4%
+197.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.1% |
| 7D | +1.5% | +1.5% | 0.0% | 0.0% |
| 30D | -3.8% | +6.0% | -9.8% | -9.5% |
| 3M | +11.5% | +16.3% | -4.9% | -4.5% |
| 6M | +19.2% | +28.8% | -9.6% | -7.7% |
| YTD | +23.7% | +30.0% | -6.3% | -5.2% |
| 1Y | +38.8% | +50.7% | -11.9% | -8.3% |
| 3Y | +178.9% | +125.4% | +53.5% | +21.6% |
| 5Y | +101.8% | +94.2% | +7.6% | +2.6% |
| 10Y | +317.3% | +182.8% | +134.4% | +55.5% |
| All | +362.4% | +165.4% | +197.0% | +63.3% |
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 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