+19.9%
CHD vs BNS
+94.7%
-74.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | -6.7% | +3.5% | -10.2% | -7.2% |
| 3M | -2.7% | +14.1% | -16.8% | -4.6% |
| 6M | -4.9% | +33.8% | -38.7% | -8.9% |
| YTD | +13.3% | +29.5% | -16.1% | +9.0% |
| 1Y | +1.0% | +48.4% | -47.4% | -5.0% |
| 3Y | +1.3% | +129.6% | -128.3% | -11.8% |
| All | +19.9% | +94.7% | -74.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling