+305.2%
CG vs BNS
+188.9%
+116.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.3% |
| 7D | -9.9% | -0.4% | -9.5% | -9.5% |
| 30D | -11.7% | +3.5% | -15.1% | -14.7% |
| 3M | -4.3% | +14.1% | -18.3% | -15.3% |
| 6M | -8.8% | +33.8% | -42.5% | -30.0% |
| YTD | -26.9% | +29.5% | -56.3% | -42.3% |
| 1Y | -35.4% | +48.4% | -83.8% | -54.9% |
| 3Y | +43.0% | +129.6% | -86.6% | -33.0% |
| 5Y | +1.9% | +96.1% | -94.2% | -44.1% |
| All | +305.2% | +188.9% | +116.3% | +70.6% |
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