+340.4%
CG vs BNS
+235.0%
+105.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.3% |
| 7D | -1.3% | +1.8% | -3.1% | -2.7% |
| 30D | -3.2% | +4.5% | -7.7% | -7.0% |
| 3M | +6.2% | +15.8% | -9.6% | -6.4% |
| 6M | -4.7% | +31.5% | -36.1% | -24.5% |
| YTD | -20.6% | +28.6% | -49.2% | -36.0% |
| 1Y | -26.4% | +48.2% | -74.6% | -47.3% |
| 3Y | +55.4% | +130.8% | -75.4% | -23.5% |
| 5Y | +9.8% | +94.9% | -85.1% | -36.8% |
| 10Y | +341.4% | +179.6% | +161.8% | +91.2% |
| All | +340.4% | +235.0% | +105.4% | +62.7% |
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