+281.1%
CG vs BNS
+236.9%
+44.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +0.2% | +0.9% | -0.8% | -0.5% |
| 30D | +11.2% | +2.8% | +8.4% | +9.0% |
| 3M | -22.1% | +3.0% | -25.1% | -24.2% |
| 6M | -17.9% | +23.3% | -41.2% | -31.3% |
| YTD | -31.3% | +29.3% | -60.6% | -44.8% |
| 1Y | -24.0% | +41.7% | -65.6% | -43.4% |
| 3Y | +45.0% | +147.7% | -102.8% | -32.5% |
| 5Y | -22.6% | +79.4% | -102.0% | -52.5% |
| 10Y | +282.1% | +188.5% | +93.6% | +62.4% |
| All | +281.1% | +236.9% | +44.3% | +40.3% |
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