+49.0%
CG vs BNS
+127.2%
-78.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | -6.4% | -1.3% | -5.1% | -5.5% |
| 30D | -7.1% | +4.0% | -11.1% | -10.0% |
| 3M | -1.6% | +13.8% | -15.4% | -11.1% |
| 6M | -8.3% | +32.7% | -41.0% | -26.6% |
| YTD | -23.8% | +27.6% | -51.4% | -37.2% |
| 1Y | -28.7% | +47.4% | -76.1% | -47.6% |
| All | +49.0% | +127.2% | -78.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling